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The following table contains monthly returns for Cola Corporation and Gas Corporation for 2012: (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 50% invested in Cola Corporation shares and 50% invested in Gas Corporation shares. Calculate the volatility by 2 a. using the following formula, Var (R) =wSD (R) 2+wSD (R) + 2w W Corr (R R) SD (R) SD (R), and b. calculating the monthly returns of the portfolio and computing its volatility directly. c. How do your results compare? - X Data table SD (R), the volatility (standard deviation) of the portfolio is%. (Round to two decimal places.) Month Cola Corp. Gas Corp. January -0.0210 0.0280 February 0.0000 -0.0050 March -0.0200 -0.0180 April 0.0090 0.0280 m 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 Print Done