Cola Co. stock and 45% invested in Gas Co. stock. Calculate the volatility by: 1 SD Data table s vol Month Cola Co. Gas Co. January -0.0210 0.0280 February 0.0000 -0.0050 SD March -0.0200 -0.0180 to tw April 0.0090 0.0280 May -0.0310 0.0840 June -0.0840 -0.0460 July -0.1190 0.0820 August -0.0160 0.0460 September 0.0550 0.0300 October -0.0110 0.0140 November -0.0380 0.0290 December -0.0220 0.0740 Print Done The following table contains monthly returns for Cola Co. and Gas Co. for 2010 B (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 -0.0969, 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) = w;SD (RA)2 + wSD (R2) + 2W, W2 Corr (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 (Re) = w; SD (R1)2 + w SD (R2) + 2w, wyCorr (R1,R2) SD (R1) SD (R2) The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.)