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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP σP βP X 15.5 % 37 % 1.65 Y 14.5 32 1.30 Z 8.2 22 .80 Market 10.8 27 1.00 Risk-free 6.4 0 0 What is the Sharpe ratio, Treynor ratio, and Jensen’s alpha for each portfolio? (Negative values 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 Sharpe ratio answers and Treynor ratio answers to 5 decimal places and Jensen's alpha answers to 2 decimal places. Omit the "%" sign in your response.) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha X % Y % Z % Market %

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