8. Refer to the table below:

	Rates of return
End of month	Share index	Share A	Risk-free asset
Jul-19	-1.798%	4.032%	0.345%
Aug-19	3.844%	-0.153%	0.450%
Sep-19	0.139%	-1.012%	0.461%
Oct-19	2.348%	-0.670%	0.456%
Nov-19	-0.788%	0.951%	0.505%
Dec-19	-1.411%	3.194%	0.513%
Jan-20	-2.447%	4.562%	0.448%
Feb-20	-2.628%	-5.929%	0.444%
Mar-20	-6.201%	3.745%	0.482%
Apr-20	-2.503%	2.182%	0.452%
May-20	-5.517%	2.239%	0.261%
Jun-20	6.677%	0.567%	0.288%

(c) Using appropriate Excel functions to calculate the Alpha, Beta and R-squared of the regression of the excess returns of the Share index on the excess returns of Share A. Provide a brief explanation on what these quantities measure. (3 marks)