A financial portfolio manager has recently acquired a small amount of new funds and aims to invest it without introducing any new investment options. The manager's objective is to ensure that the fund's performance remains competitive with an established financial index. To make an informed decision, the portfolio manager is considering increasing the investment in one of four existing assets, evaluating their recent performance metrics provided in the table below:

Portfolio	Asset	Weight	Return	Volatility of Return	Beta to the portfolio
	BDE	0.35	14%	19%	1.20
	JKL	0.30	13%	18%	0.90
	MNO	0.25	13%	16%	1.00
	STU	0.10	10%	10%	0.80

The portfolio manager's strategy involves selecting the asset with the lowest marginal Value at Risk (VaR), provided that the asset's Jensen's alpha meets or exceeds the market's risk premium. With the given risk-free rate of 3% and a market return of 8%, which asset should the portfolio manager choose to enhance the portfolio's performance?