You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio Rp 13.0 p 39 1.75 Y 12.0 34 1.30 7.2 24 0.85 Market 11.0 29 1.00 Risk-free 5.6 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" 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.) Jensen's Alpha Portfolio Sharpe Ratio Treynor Ratio % Y Z Market