The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Long Horn 19% 35% 1.5 3.0% Market Portfolio 12% 15% 1.0 0.0% The risk-free return during the sample period was 6%. Calculate the Jensen measure of performance evaluation for Long Horn Stock Fund. 4.00% 37.14% 8.67% 31.43% 1.33%