Find the R$2,$alpha, and beta of the portfolios. Compute the average return differential with and without sign. Please show excel formulas.

Month Portfolio Return S&P $500$ Return

January $5\mathrm{.}005\mathrm{.}20$

February $-2\mathrm{.}30-3\mathrm{.}00$

March $-1\mathrm{.}80-1\mathrm{.}60$

April $2\mathrm{.}201\mathrm{.}90$

May $0\mathrm{.}400\mathrm{.}10$

June $-0\mathrm{.}80-0\mathrm{.}50$

July $0\mathrm{.}000\mathrm{.}20$

August $1\mathrm{.}501\mathrm{.}60$

September $-0\mathrm{.}30-0\mathrm{.}10$

October $-3\mathrm{.}70-4\mathrm{.}00$

November $2\mathrm{.}402\mathrm{.}00$

December $0\mathrm{.}300\mathrm{.}20$