An investor has the following portfolio:You are given the following information of three portfolios over the last year.

The risk$-$free rate of interest is $4\mathrm{.}0\%$ and the equity risk $($or market risk$)$ premium is $5\mathrm{.}0\%.$

What is the Jensen alphas for portfolio B$?$

$3\%$

$-3\%$

$-2\%$