The following table contains monthly returns for Cola Co. and Gas Co. for 2013 (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 55% invested in Cola Co. stock and 45% invested in Gas Co. stock. Calculate the volatility by: a. Using the formula: Var(Rp)=w12SD(R1)2+w22SD(R2)2+2w1w2Corr(R1,R2)SD(R1)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(Rp)=w12SD(R1)2+w22SD(R2)2+2w1w2Corr(R1,R2)SD(R1)SD(R2) The volatility (standard deviation) of the portfolio is \%. (Round to two decimal places.) \begin{tabular}{crr} Month & \multicolumn{1}{l}{ Cola Co. } & Gas Co. \\ \hline January & 0.0210 & 0.0280 \\ February & 0.0000 & 0.0050 \\ March & 0.0200 & 0.0180 \\ April & 0.0090 & 0.0280 \\ May & 0.0310 & 0.0840 \\ June & 0.0840 & 0.0460 \\ July & 0.1190 & 0.0820 \\ August & 0.0160 & 0.0460 \\ September & 0.0550 & 0.0300 \\ October & 0.0110 & 0.0140 \\ November & 0.0380 & 0.0290 \\ December & 0.0220 & 0.0740 \\ \hline \end{tabular}