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 inter calculations. Round your answers to two decimal places. R: Alpha: Beta: % Average return difference (with signs): Average return difference (without signs) % 00 Month January February March April May June July August September October November December Portfolio Return S&P 500 Return 5.3% 5.1% -2.5 -1.6 2.6 0.9 -1.0 0.5 1.1 -0.8 -3.5 2.6 0.5 -2.9 -1.4 1.7 0.0 -0.6 0.7 1.6 -0.6 -4.1 2.2 0.2

Given the monthly returns that follow, find the R?, olpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round inter calculations. Round your answers to two decimal places. R2: Alphe: Beta: Average return difference (with signs): Average return difference (without signs) %