Its your duty

No

She watched her love fall. Jenna could feel her heart shatter. She slumped back onto the bridge, still not taking her eyes off where Loki fell.

Loki seemed to fall into a portal of some sort, she had a book about portals, and where they led to. Before she could do that, Jenna had to stay exactly where she was a little longer.
Thor and Odin stood side by side. Odin wore a blank expression whilst Thor was almost in tears. Jenna was actually in tears.

Without warning she teleported herself to the library, in hopes she would find another book. She rushed over to the middle, seeing as the books were ordered alphabetically. She scanned her fingertips over the spines of many books until she got to the letter 'P'. Then to a large book called 'portals, what they are and where they go'.

Jenna grabbed it, slamming some loose Asgardian change onto the librarians desk and running out, back to the palace.

Frigga was in the hallway but Jenna just rushed past her, still holding back tears. She had already lost Hela, she refused to accept that she had lost Loki too. She felt bad for ignoring Frigga, but she could talk to her later, Loki wasn't currently available and he was her top priority.

Slamming the doors to her room, Jenna threw the book at her bed and jumped after it.

She opened the book and started to flick through. Looking at the pictures for reference. The portal was blue, it had a slight resemblance to the portal the space stone pulled Jenna through when she teleported.

Finally she got her answer.

Jenna now knew exactly where the portal led to, and that we would all see Loki soon enough. Unfortunately for him he was in the wrong place at the wrong time.
To avoid any suspicions, Jenna had to act as if Loki was gone forever.

It was at that moment that three sharp knocks were placed upon her door.
It was Thor.
Jenna looked over at him, it was obvious Thor had been crying. Jenna just stared, keeping the same blank expression that Odin had, there was no humanity left in her.

"Are you okay Jen?" Thor managed to sniffle out.
"No." She replied, slamming the door back in his face. She felt bad for that, especially considering it was Thor, but she had to keep up her act.

No one could know that Loki was on Titan and now in the hands of her father.