You are given the followng information concerning thrce portfolios, the market portfolio, and the risk-free asset What are the Sharpe fatio, Treynor ratio, and Jensen's alpha for each partfalio? (A negative value should be indicated by a minus sign, Leave no cells blank - be certain to enter 01 wherever required, Do not round intermediate calculations. Pound your ratio answern to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.)