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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(R.) = w; SD (R4)2 + w SD (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: 2 Var(Ro) = w; SD (R4)2 + w SD (R2) +2W, W2 Corr (R1,R2) SD (R1) SD (R2) The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.) Data table Month Cola Co. Gas Co. -0.0210 0.0280 January February 0.0000 -0.0050 March -0.0200 -0.0180 April 0.0090 0.0280 May -0.0310 0.0840 June -0.0840 -0.0460 -0.1190 0.0820 July August September -0.0160 0.0460 0.0550 0.0300 October -0.0110 0.0140 septem October -0.0110 0.0140 November -0.0380 0.0290 December -0.0220 0.0740