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Compute the average return differential with and without

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Given the monthly returns 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.

Month Portfolio Return S&P 500 Return

January 5.3 % 5.7 %

February -2.9 -3.8

March -1.5 -1.1

April 2.2 1.7

May 0.7 -0.1

June -1.2 -0.9

July 0.0 0.7

August 1.5 1.6

September -0.3 0.4

October -3.4 -3.9

November 2.6 1.8

December 0.7 0.4

R2:

Alpha: %

Beta:

Average return difference (with signs): %

Average return difference (without signs) %

Reference no: EM132507158

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