Question: Problem 13-3 Performance Evaluation (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: points Portfolio Rp

Problem 13-3 Performance Evaluation (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: points Portfolio Rp 13.51 12.5 0 341 29 Book 1.25 1.10 0.70 Market Risk-free 11.5 5.0 References 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 (0.9., 0.23546). Eriter your alpha answers as a percent rounded to 2 decimal places (0.9.0.22%).) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha Market

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