A risk analyst is using the Jarque-Bera test to examine whether a client's portfolio return is compatible with a normal distribution. To do so, he collects the past 1-year data (the number of trading days is 252 days) and uses the statistical software to compute the moments of the return data. Specifically, the software reports an estimated skewness of -0.2023 and an estimated kurtosis of 3.9118. Compute the Jarque-Bera test-statistic and make the decision using a test size of 5% (so that the critical value is 5.99):