(Solved): Given the monthly returns that follow, find the \( \mathrm{R}^{2} \), alpha, and beta of the portf ...

Given the monthly returns that follow, find the \( \mathrm{R}^{2} \), 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. \( \mathrm{R}^{2}: \) Alpha: \( 3 \% \) Beta: Average return difference (with signs): \( 8 \% \) Average return difference (without signs)