A stock has a return of 16.9 percent, a standard deviation of 11.7 percent, and a beta of 1.50. The risk-free rate is 2.65 percent and the market risk premium is 8.45 percent. What is the Jensen alpha of this stock? A. -1.09 percent B. 1.58 percent C. -0.48 percent D. 0.89 percent E. -1.37 percent