You are evaluating the past 3-year performance of a well-diversified portfolio for your firm. You have estimated the following (all are already in annualterms:the risk-free rate is 2.5% the marketretum is 13.8% the Std Dev of the portfolio is 19% the Std Dey of the marketis 14% the portrolio beta is 0.81.and the actual bortfolio return over this period was 13.5% What was the Jensen alpha over this period? Select one a. 1.85% b. 2.50% c. 11.30% d 11.65\% Oe.there is insufficient information to caloulate the alpha