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.

Month	Portfolio Return		S&P 500 Return
January	5.0	%	5.4	%
February	-2.4		-3.1
March	-1.8		-1.1
April	2.2		1.3
May	0.8		-0.1
June	-0.6		-0.2
July	0.4		1.1
August	1.2		1.3
September	-0.4		0.2
October	-3.0		-3.7
November	3.0		2.1
December	0.5		0.3

R²:

Alpha: %

Beta:

Average return difference (with signs): %

Average return difference (without signs) %