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The following table contains monthly returns for Cola Co. and Gas Co. for 2010 (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 65% invested in Cola Co. stock and 35% invested in Gas Co. stock. Calculate the volatility by: a. Using the formula: + Var (Ro) = wSD (R1) 2 + w SD(R2) + 2W, W2 Corr (R4, 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 (R1)2 + w SD (R2) + 2W, W2 Corr (R4, R2) SD (R1) SD (R2) The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.) Month Cola Co. Gas Co. -0.0210 0.0280 January February March 0.0000 -0.0050 -0.0200 -0.0180 April 0.0280 0.0090 -0.0310 May 0.0840 June -0.0460 -0.0840 - 0.1190 0.0820 -0.0160 0.0460 0.0550 0.0300 July August September October November December -0.0110 0.0140 -0.0380 0.0290 -0.0220 0.0740