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The following table contains monthly returns for Cola Co. and Gas Co for 2013 (the returns are shown in decimal form, Ie, 0.035 is 35% ) 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 portfosio that is 55% invested in Cola Co: stock and 45% invested in Gas Co. stock. Calculate the volatiliny by a. Using the formula Var(Rp)=w12SD(R1)2+w22SD(R2)2+2w1w2Corr(R1R2)SD(R1)SD(R2) b. Calculating the monthly returns of the portiolio and computing its volatility directly c. How do your results compare? a Using the formula Var(R)=w12SD(R1)2+w22SD(R2)2+2w1w2Cor(R1R2)SD(R1)SD(R2) The volatility (standard deviation) of the portfolio is \%. (Round to two decinal places) \begin{tabular}{crr} Month & Cola Co. & Gas Co. \\ \hline January & 0.1084 & 0.0600 \\ February & 0.0236 & 0.0128 \\ March & 0.0660 & 0.0186 \\ April & 0.0201 & 0.0190 \\ May & 0.1836 & 0.0740 \\ June & 0.0122 & 0.0026 \\ July & 0.0225 & 0.0836 \\ August & 0.0689 & 0.0246 \\ September & 0.0604 & 0.0200 \\ October & 0.1361 & 0.0000 \\ November & 0.0351 & 0.0468 \\ December & 0.0054 & 0.0222 \\ \hline \end{tabular}