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

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

Portfolio	RP		P		P
X	11.50	%	38.00	%	1.70
Y	10.50		33.00		1.30
Z	7.20		23.00		0.85
Market	10.90		28.00		1.00
Risk-free	4.60		0		0

Assume that the tracking error of Portfolio X is 7.50 percent. What is the information ratio for Portfolio X?

What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio?