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

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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. R²: Alpha: Beta: Average return difference (with signs): Average return difference (without signs) Month January February March April May June July August September October November December Portfolio Return 6.0% -2.3 -1.8 2.6 0.9 -0.9 0.1 1.4 -0.3 -3.7 2.6 0.6 S&P 500 Return 6.3% -2.8 -0.9 2.2 0.6 -0.3 0.6 1.5 0.2 1.8 0.3 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. R²: Alpha: Beta: Average return difference (with signs): Average return difference (without signs) Month January February March April May June July August September October November December Portfolio Return 6.0% -2.3 -1.8 2.6 0.9 -0.9 0.1 1.4 -0.3 -3.7 2.6 0.6 S&P 500 Return 6.3% -2.8 -0.9 2.2 0.6 -0.3 0.6 1.5 0.2 1.8 0.3

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To calculate the R2 alpha and beta of the portfolio we need to perform a regression analysis using the monthly returns of the portfolio and the SP 500 ... View the full answer