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

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Finance

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

Portfolio RP ?P ?P
X 15.5 % 36 % 1.35
Y 14.5 31 1.15
Z 7.4 21 0.60
Market 11.7 26 1.00
Risk-free 7.0 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 %
Y %
Z %
Market %

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