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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset:
Portfolio
RP
σP
βP
X
12.5
%
34
1.50
Y
11.5
29
1.20
Z
7.1
19
.80
Market
10.5
24
1.00
Risk-free
6.2
0
What is the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (Negative values 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 Sharpe ratio answers and Treynor ratio answers to 5 decimal places and Jensen's alpha answers to 2 decimal places. Omit the "%" sign in your response.)
Sharpe Ratio
Treynor Ratio
Jensen's Alpha
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