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Month A B M 1 0,67 3,72 -1,56 2 1,69 3,31 -2,08 3 12,37 7,26 3,67 4 0,32 0,15 -6,14 5 3,65 4,17 -0,91 6

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Month A B M
1 0,67 3,72 -1,56
2 1,69 3,31 -2,08
3 12,37 7,26 3,67
4 0,32 0,15 -6,14
5 3,65 4,17 -0,91
6 -14,55 -0,98 -7,25
7 -2,71 -0,61 -7,90
8 2,28 4,39 0,49
9 -13,53 -3,52 -11,00
10 16,91 10,46 8,64
11 7,05 8,53 5,71
12 -8,99 0,46 -6,03
13 0,50 3,08 -2,74
14 -5,48 3,30 -1,70
15 -1,05 4,88 0,84
16 14,19 9,87 8,10
17 10,04 8,24 5,09
18 0,37 4,86 1,13
19 5,91 5,52 1,62
20 1,99 5,81 1,79
21 0,00 3,85 -1,19
22 4,40 7,93 5,50
23 -2,62 4,83 0,71
24 5,74 7,90 5,08
25 7,49 5,86 1,73
26 3,04 5,56 1,22
27 -2,73 3,25 -1,64
28 -5,60 3,11 -1,68
29 3,57 5,19 1,21
30 1,54 6,03 1,80
31 -2,20 2,20 -3,43
32 -0,46 4,53 0,23
33 2,89 5,13 0,94
34 3,35 5,07 1,40
35 4,99 7,32 3,86
36 1,19 7,10 3,25

What is the R-squared for your CAPM model for portfolio A? State your answer as a percentage point such as 10.1

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