The following table contains monthly returns for Cola Corporation and Gas Corporation for 2012: 5: (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 60% invested in Cola Corporation shares and 40% invested in Gas Corporation shares. Calculate the volatility by a. using the following formula, Var(Re) =w? SD(R1) 2 + w SD (R2) +2W, W2 Corr (R4,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? a. Using the following formula, Var(Ro) = wSD(R4)2 + w SD (R2) +2W, W2 Corr (R4,R2) SD (R4) SD (R2), the volatility (standard deviation) of the portfolio is %%. (Round to two decimal places.) i Data Table X Month January February March April May Cola Corp. -0.0210 0.0000 -0.0200 0.0090 -0.0310 Gas Corp. 0.0280 -0.0050 -0.0180 0.0280 0.0840 June -0.0840 -0.0460 0.0820 0.0460 July August September October November -0.1190 -0.0160 0.0550 -0.0110 -0.0380 0.0300 0.0140 0.0290 December -0.0220 0.0740