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

Portfolio Rp $\backslash$sigma p $\backslash$beta p

X $15\mathrm{.}5\%37\%1\mathrm{.}65$

Y $14\mathrm{.}5321\mathrm{.}30$

Z $8\mathrm{.}2220\mathrm{.}80$

Market $10\mathrm{.}8271\mathrm{.}00$

Risk$-$free $6\mathrm{.}400$

What are the Sharpe ratio, Treynor ratio, and Jensen$$s alpha for each portfolio?

Note: 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.