A risk manager is evaluating a portfolio of equities with an annual volatility of 12.1%per year that is benchmarked to the Straits Times Index.If the risk-free rate is 2.5%per year,based on the regression results given in the chart below,what is the Jensen's alpha of the portfolio?
A.0.4936%
B.0.5387%
C.1.2069%
D.3.7069%