Score: 0 of 1 pt 4 of 8 (3 complete) HW Score: 37.5%, 3 of 8 pts Problem 12.11 Question Help The following table contains monthly returns for Cola Corporation and Gas Corporation for 2012: 3 (The returns are shown in decimal form, i.e., 0.035 is 3.5%.) Using this table and the fact that Cola Corporation and Gas Corporation have a correlation of -0.0969, calculate the volatility (standard deviation) of a portfolio that is 65% invested in Cola Corporation shares and 35% invested in Gas Corporation shares. Calculate the volatility by a. using the following formula, Var( ar (Re) = w; SD (R4)2 + w SD (R2) +2w, w Corr (R1,R2) SD (R4 ) SD (R2), and b. calculating the monthly returns of the portfolio and computing its volatility directly. c. How do your results compare? Score: 0 of 1 pt 4 of 8 (3 complete) HW Score: 37.5%, 3 of 8 pts Problem 12.11 Question Help The following table contains monthly returns for Cola Corporation and Gas Corporation for 2012: 3 (The returns are shown in decimal form, i.e., 0.035 is 3.5%.) Using this table and the fact that Cola Corporation and Gas Corporation have a correlation of -0.0969, calculate the volatility (standard deviation) of a portfolio that is 65% invested in Cola Corporation shares and 35% invested in Gas Corporation shares. Calculate the volatility by a. using the following formula, Var( ar (Re) = w; SD (R4)2 + w SD (R2) +2w, w Corr (R1,R2) SD (R4 ) SD (R2), and b. calculating the monthly returns of the portfolio and computing its volatility directly. c. How do your results compare