A portfolio has a total return of $22\mathrm{.}5\%,$ a beta of $1\mathrm{.}4,$ and a standard deviation of $16\mathrm{.}6\%.$ If the risk$-$free rate is $4\mathrm{.}8\%$ and the market return is $9\mathrm{.}2\%,$ then Jensen's measure of this portfolio's performance is

Group of answer choices

$12\mathrm{.}22\%.$

$11\mathrm{.}54\%.$

$10\mathrm{.}96\%.$

$13\mathrm{.}37\%.$