Allison's Portfolio Has a Beta of 1

Multiple Choice

Allison's portfolio has a beta of 1.37 and earns a return of 14%. Brianna's portfolio has a beta of 0.8 and earns a return of 11%. The risk-free rate is 3% and the expected rate of return on the market is 12%. According to the Jensen's measure,

A) Allison has the better portfolio.
B) Brianna has the better portfolio.
C) the portfolios are equally desirable.
D) the answer depends on Allison and Brianna's risk tolerance.