You are provided the monthly returns data for an investment fund and its benchmark for the last five months. The fund returned 2.6%, 0.3%, 2.1%, 0.8%, and -2.3% in these five months respectively. The benchmark returned 1.5%, 0.4%, 0.4%, 0.5%, and -1.0% in the corresponding five months. The risk-free asset has an effective annual return (EAR) of 1% during these five months. The beta of the fund is 0.7364. What is the Jensen's Alpha of the fund using annualized numbers?

Question 9 options:

	4.9613%
	5.0919%
	5.2225%
	5.3530%
	5.4836%