You are provided the monthly returns data for an investment fund and its benchmark for the last five months. The fund r

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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%