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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 15.0 % 32

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

Portfolio RP P P
X 15.0 % 32 % 1.40
Y 14.0 27 1.10
Z 9.0 17 0.75
Market 10.3 22 1.00
Risk-free 4.2 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.)

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