The following table contains monthly returns for Cola Co$.$ and Gas Co$.$ for $2013($the returns are shown in decimal$$ form, i$.$e$.,0\mathrm{.}035$ is$3\mathrm{.}5\%).$ Using this table and the fact that Cola Co$.$ and Gas Co$.$ have a correlation of $0\mathrm{.}0969,$ calculate the volatility$($standard deviation$)$ of a portfolio that is $65\%$ invested in Cola Co$.$ stock and$35\%$ invested in Gas Co$.$ stock. Calculate the volatility$$ by:a$.$Using the$$ formula:VarRp$=$w$21$SDR$12+$w$22$SDR$22+2$w$1$w$2$CorrR$1,$R$2$SDR$1$SDR$2$b$.$Calculating the monthly returns of the portfolio and computing its volatility directly.c$.$How do your results$$ compare?