You are given the following information concerning three portfolios, the market portfolio, and the risk-free...
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Finance
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
Portfolio
RP
?P
?P
X
15.5
%
36
%
1.35
Y
14.5
31
1.15
Z
7.4
21
0.60
Market
11.7
26
1.00
Risk-free
7.0
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.)
Portfolio
Sharpe Ratio
Treynor Ratio
Jensen's Alpha
X
%
Y
%
Z
%
Market
%
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