Problem 13-3 Performance Evaluation (LO1, CFA7)

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

Portfolio	RP		P		P
X	12.5	%	34	%	1.50
Y	11.5		29		1.20
Z	7.1		19		0.80
Market	10.5		24		1.00
Risk-free	6.2		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.)