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Given the monthly returns that follow, find the Ralpha, and beta of the portfolio Compute the average return differential with and without sign. Do not

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Given the monthly returns that follow, find the Ralpha, 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 S&P 500 Return 6.39 Month January February March April May June Portfolio Return 5.9% -2.9 -1.9 2.9 0.5 -1.0 2.4 0.0 -0.5 1.1 1.5 -0.9 July August September October November December 0.5 1.2 -0.6 -3.3 2.4 0.6 0.3 R: Alpha Beta: Average return difference (with signs): Average return difference (without signs) 96

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