Along the Hudson River about 1/4-1/2 mile to the west is a very popular place for jogging, biking, and skating. It is right behind that big glass dome you can see in the pictures next to ground zero. It is part of the Battery Park City complex.
That being said, she is still a lying Clinton. The last version of the story I heard she was having coffe about 1.5 miles north in Tribeca.