Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the...

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Given the monthly returns that follow, find theR², alpha, and beta of the portfolio. Computethe average return differential with and without sign. Do not roundintermediate calculations. Round your answers to two decimalplaces.
Month Portfolio Return S&P 500 Return
January 5.5 % 5.7 %
February -2.3 -3.2
March -1.9 -1.1
April 2.3 1.8
May 0.9 0.2
June -0.5 0.0
July 0.0 0.2
August 1.3 1.5
September -0.3 0.2
October -3.7 -4.2
November 2.3 1.5
December 0.3 0.1
R²:
Alpha:   %
Beta:
Average return difference (with signs):   %
Average return difference (without signs)   %

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Given the monthly returns that follow, find theR2, alpha, and beta of the portfolio. Computethe average return differential with and without sign. Do not roundintermediate calculations. Round your answers to two decimalplaces.MonthPortfolio ReturnS&P 500 ReturnJanuary5.5%5.7%February-2.3-3.2March-1.9-1.1April2.31.8May0.90.2June-0.50.0July0.00.2August1.31.5September-0.30.2October-3.7-4.2November2.31.5December0.30.1R2: Alpha: %Beta: Average return difference (with signs): %Average return difference (without signs) %