need to help friend find his family (jensen)

Hi I have a friend who is looking for his family on the Jensen side...all he know's is that his father was Malthe Jensen born in Copenhagen on June 2nd, 1904...his father never wanted to talk about the family but my friend would like to know who is grandparents were...if anyone can help me to help my friend find his lost relatives it would be most appreciated..thanks..Helene Brouillette