Cola Co.	Gas Co.
January	-0.1084	-0.06
February	0.0236	0.0128
March	0.066	-0.0186
April	0.0201	-0.019
May	0.1836	0.074
June	-0.0122	-0.0026
July	0.0225	0.0836
August	-0.0689	-0.0246
September	-0.0604	-0.02
October	0.1361	0
November	0.0351	0.0468
December	0.0054	0.0222

For easier copying and pasting purposes of the table I posted twice. Would like answers for all parts thank you!

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(Rp)=w12SD(R1)2+w22SD(R2)2+2w1w2Corr(R1,R2)SD(R1)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(Rp)=w12SD(R1)2+w22SD(R2)2+2w1w2Corr(R1,R2)SD(R1)SD(R2) The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.) \begin{tabular}{|l|r|r|} \hline & Cola Co. & Gas Co. \\ \hline January & 0.1084 & 0.06 \\ \hline February & 0.0236 & 0.0128 \\ \hline March & 0.066 & 0.0186 \\ \hline April & 0.0201 & 0.019 \\ \hline May & 0.1836 & 0.074 \\ \hline June & 0.0122 & 0.0026 \\ \hline July & 0.0225 & 0.0836 \\ \hline August & 0.0689 & 0.0246 \\ \hline September & 0.0604 & 0.02 \\ \hline October & 0.1361 & 0 \\ \hline November & 0.0351 & 0.0468 \\ \hline December & 0.0054 & 0.0222 \\ \hline \end{tabular}