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

Portfolio	RP	P	P
X	14	20	1.8
Y	13	15	1.3
Z	9.2	5	0.85
Market	11.1	10	1
Risk-free	6.6	0	0

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

Portfolio	Sharpe Ratio	Treynor Ratio	Jensen's Alpha
X	0.37	0.041	-0.7	%
Y	0.426			%
Z				%
Market				%

*I input the answers that I have found so far but need help filling out the rest*