Problem 4-07 Given the monthly returns that follow, find the R, 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. Month January February March April Portfolio Return 5.3% -2.8 -1.7 S&P 500 Return 5.5% -3.7 -0.9 2.6 2.1 May 0.8 -0.1 -1.0 0.2 -0.7 0.6 1.6 1.9 June July August September October November December 0.0 -3.8 -0.3 -3.4 2.4 0.4 1.5 0.1 R2: Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) %