Problem 13-3 Performance Evaluation (L01, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 13.56 12.5 9.3 11.5 5.0 opp 341 1.25 29 1.10 19 0.70 24 1.00 Market Risk-free 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. Leave your ratio answers as a decimal rounded to 5 places (e.g., 0.23546). Enter your alpha answers as a percent rounded to 2 decimal places (e.g., 0.22%).) Portfolio Sharpe Ratio Treynor Ratio 0.250001 Jensen's Alpha 0.38%