Question: R: Alpha: % Beta: Average return difference (with signs): Average return difference (without signs) Month January February March April May June July August September October

R: 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 5.0% -2.6 -1.6 2.5 0.9 -1.1 0.4 1.4 -0.4 -3.5 2.2 0.5 OH OH S&P 500 Return 5.3% -3.1 -1.1 2.2 0.1 -0.5 0.6 1.7 0.2 -3.9 1.5 0.0

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