Tetra portfolio generates an annual return of 11%, while the market portfolio generates an annual return of 13%. The standard deviations for Tetra and the market portfolios are 16% and 19% respectively. If the T-bills rate is 5% and Tetras beta is 0.4, what is Jensens alpha of Tetra? a. 2.80% b. 4.72% c. 4.48% d. 4.80% e. None of the above