A financial portfolio manager seeks to allocate additional funds into an existing portfolio that is benchmarked against a specific market index. The manager is considering increasing the allocation in one of the four existing assets rather than introducing a new one. The recent performances of these assets are detailed in the table below. The manager's objective is to select the asset with the lowest marginal Value at Risk (VaR), as long as its Jensen's alpha meets or exceeds the market's risk premium. Given a risk-free rate of 3% and a market return of 8%, which asset should the portfolio manager choose?