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: Portfolio 13.0% 12.0

Problem 13-3 Performance Evaluation (LO1, CFA7) You are given the following

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 13.0% 12.0 7.2 11.0 5.6 398 34 24 29 1.75 1.30 0.85 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. 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 Market

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