Month Given the monthly retums 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. Portfolio Return January February March April May June July August September October November December 5.8% -2.8 -1.8 2.5 0.6 -0.5 0.3 S&P 500 Return 6.29 -3.7 -1.6 1.8 0.0 0.0 0.9 1.6 -0.2 -3.8 1.3 -0.8 -3.3 24 0.3 1.6 -0.2 R2: Alpha: % Beta: Average return difference with signs): Average return difference (without signs)