A jigsaw blade cannot be turned directly through ninety degrees. If you try to turn in this was at best it will probably snap, at worst you might injure yourself.
It can however cut a pretty tight curve. Approach the bottom of the 'U' on the first side and then cut a curve so the blade ends up straight on the bottom of the 'U'. Do the same on the next corner and remove the waste. You will be left with a curvy 'U'. Carefully run the jigsaw down the first straight edge stopping right in the corner. Remove the saw and approach the corner from the bottom of the 'U' back into the same corner. Repeat for the other corner.
This can take a bit of practice for a clean finish but is not do difficult to achieve. Securely clamp the wood first, hope it helps