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	6.0	%	6.3	%
February	-2.6		-3.3
March	-1.5		-1.3
April	2.3		1.7
May	0.7		-0.1
June	-0.9		-0.3
July	0.5		0.8
August	1.5		1.8
September	-0.4		0.2
October	-3.0		-3.5
November	2.9		2.4
December	0.4		-0.1

R²:

Alpha: %

Beta:

Average return difference (with signs): %

Average return difference (without signs) %