I am having difficulty figuring this one out, can you please show step by step calculations?

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) %