You are given the following information concerning three portfolios, the market portfolio, and the risk$-$free asset:

What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio?

Note: A negative value should be indicated by a minus sign. Leave no cells blank $-$ be certain to enter $"0"$ wherever required. Do

not round intermediate calculations. Round your ratio answers to $5$ decimal places. Enter your alpha answers as a percent

rounded to $2$ decimal places.

Answer is complete but not entirely correct.