You have run a regression of monthly stock returns for Gym Place Holdings, a small play-set manufacturing company against the S&P 500 over the last 5 years. The results are summarized below: Returns = 0.05% + 2.00 Returns R2 (0.32) = 30% a. If you know that this stock had a monthly Jensens alpha of 0.30% during the period of the regression, what was the annualized riskfree rate during the last 5 years?