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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) %
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