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	5.7	%	5.9	%
February	-2.8		-3.7
March	-1.6		-1.1
April	2.4		1.7
May	0.6		-0.2
June	-1.0		-0.7
July	0.1		0.3
August	1.1		1.6
September	-0.6		0.1
October	-3.0		-3.6
November	2.4		1.8
December	0.5		0.1

R²:

Alpha: %

Beta:

Average return difference (with signs): %

Average return difference (without signs) %