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I just asked someone a similar question from chegg and they couldn't help me out. This is due tonight and I can't figure out this

image text in transcribed I just asked someone a similar question from chegg and they couldn't help me out. This is due tonight and I can't figure out this question. Is there anyone else that can help me with the answers? Thank you.

R2 Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) %

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