What formulas would I use to calculate the following three questions given data with columns titled 'Date,' 'Fund,' 'S&P 500 TR,' 'Russell 3000 Value TR,' 'Wilshire 5000 Total Market Index,' and 'BofAML 3-Month US Treasury Bill'

a) What is the monthly CAPM Alpha of the fund, using the S&P 500 as the market?

b) What is the style adjusted average monthly return for the fund, using the S&P 500 as the benchmark?

c) What is the monthly Sharpe Ratio of the fund, expressed as a percentage?

My professor described the data as "I have uploaded monthly returns for a fund, along with returns for some indices and the risk free rate (BofAML 3-Month US Treasury Bill )from July 2015through Oct 2017." I attached a screenshot of part of the data file if that helps clarify: