The following table contains monthly recoms for Cola Co and Gas Co, for 2013 (the retums are shown in decimal form, Lo, 0.096 is 3.5%). 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 portfolio that is 86% invested in Cola Costock and 45% invested in Gas Co, stock. Calculate the volatility by: Using the formula Data Table Var(Ro) -w?50 (R.) 2 + w SP (R3) *2w,wy. Corr (RR) SD (RO) SIP (R2) b. Calculating the monthly returns of the portfolio and computing its volatility directly c. How do your results compare? (Click on the following soon in order to copy its contents into a sprach . Using the form Month Cola Co. Gas Co January -0.1084 VW (R) = w;80(R)* WSP (R4) 2ww.cort (B, R) SD (R4) SD (R4) -0.0000 February 0.0230 0.0125 The volatility (standard deviation of the portfolios % (Round to two decimal places. March 0.0000 -0.0186 April 0.0201 -0.0190 May 0.1835 0.0740 June -0.0122 July 0.0225 0.0830 August -0.060 -0020 September -0.0004 -0.0200 October 011 0.0000 November 0.0351 000 December 0.0054 0.0222 Finter your annwer in the answer box and then click Check Annwer