JingHui is about to have her end-of-year performance review (for the past year) for a portfolio she manages. This is a well-diversified portfolio, and in preparation for this meeting JingHui has prepared the following information: the risk-free rate was 2.12%, the market return was 8.5%, the actual portfolio return was 9.1%, the beta was 0.81, the portfolio PE was 23.2, the return on her largest weight holding was 18.6%, the std dev of the portfolio was 11%, and the std dev of the market was 13.2%. What was JingHui's risk-adjusted out-performance?

a.2.12

b.7.29

c.insufficient information

d.1.81

e.0.60