The following table contains monthly returns for Cola Corporation and Gas Corporation for 2012 ( (The returns are shown in decimal form, ..0.036 is 3.5%) Using this table and the fact that Cola Corporation and Gas Corporation have a correlation of -0.0009, calculate the volatility (standard deviation of a portfolio that is 50% invested in Cola Corporation shares and 50% invested in Gan Corporation shares Calculate the volatility by using the following formula, Var(Ro) - WSD (R4) 2 w{SD (R2) *2w4wy. Corr (R4 R2) SP (R4) SO (R2), and b. calculating the monthly returns of the portfolio and computing its volatility directly c. How do your results compare? SD + a. Using the following formula, Var (Rp) = w; SD (R.) 2 W SD (R2) +2wqw, Cor (R1,R2) 80 (R4) SD (R2), the volatility (standard deviation) of the portfolio is 0% (Round to two decimal places.) Data table -X ving table contains mo stable and the fact tha ested in Cola Corporatie the following formula ating the monthly return o your results compare hi form, i.e., 0.03 deviation) of a pe Month January February March Cola Corp. -0.0210 0.0000 -0.0200 0.0090 Gas Corp. 0.0280 -0.0050 -0.0180 April May 0.0280 the following formula, Round to two decimal -0.0310 0.0840 deviation) of the June -0.0460 -0.0840 -0.1190 -0.0140 0.0550 July August September October November December 0.0820 0.0460 0.0300 0.0140 0.0290 -0.0110 -0.0380 -0.0220 0.0740 Print Done