A portfolio has an actual return of 15.17 percent, a beta of .85, and a standard deviation of 7.2 percent. The market return is 13.4 percent and the risk-free rate is 2.8 percent. What is the portfolio's Jensen's alpha?

A. 2.25 percent B. 2.51 percent C. 2.67 percent D. 3.36 percent E. 4.04 percent