(Click on the following icon e in order to copy its contents into a spreadsheet.) Gas Co. -0.0600 Cola Co. - 0.1084 0.0236 0.0660 0.0128 -0.0186 0.0201 -0.0190 0.0740 Month January February March April May June July August September October November December 0.1836 -0.0122 0.0225 -0.0026 0.0836 -0.0689 -0.0246 -0.0604 -0.0200 0.1361 0.0000 0.0351 0.0468 0.0054 0.0222 The following table contains monthly returns for Cola Co. and Gas Co. for 2013 (the returns are shown in decimal form, i.e., 0.035 is 3.5%). Using this table and the fact that Cola Co. and Gas Co. have a correlation of 0.6084, calculate the volatility (standard deviation) of a portfolio that is 55% invested in Cola Co. stock and 45% invested in Gas Co. stock. Calculate the volatility by: a. Using the formula: Var (Ro) = w/SD (R1) 2 + w SD (R2) +2W, W2 Corr (R,R2) SD(R4) SD (R2) b. Calculating the monthly returns of the portfolio and computing its volatility directly. c. How do your results compare? a. Using the formula: Var (Ro) = w/SD (R,) 2 + w SD (R2) +2W, W2 Corr (R,R2) S0(R4) SD (R2) The volatility (standard deviation) of the portfolio is 5.90 %. (Round to two decimal places.) b. Calculating the monthly returns of the portfolio and computing its volatility directly. The volatiltiy (standard deviation) of the portfolio is %. (Round to two decimal places.)