Given the monthly returns that follow, find the R², alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places. MonthPortfolio ReturnS&P 500 ReturnJanuary5.1%5.4%February-2.9-3.5March-1.5-1.1April2.81.9May0.90.2June-0.6-0.1July0.30.6August1.21.4September-0.7-0.5October-3.6-4.4November2.51.7December0.70.2 R²: Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) %