X Data table Month Cola Co. Gas Co. 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 Print Done The following table contains monthly returns for Cola Co. and Gas Co. for 2010 B (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 65% invested in Cola Co. stock and 35% invested in Gas Co. stock. Calculate the volatility by: a. Using the formula: Var(Ro) = wSD (R, )2 + w SD (R2) +2w, W2 Corr (R4,R2) SD (RA) SD (R2) Rp b. Calculating the monthly returns of the portfolio and computing its volatility directly. c. How do your results compare? a. Using the formula: Var (R.) = w} SD (R1) 2 + w{SD (R2) +2w, WzCorr (R4,R2) SD (RA) SD (R2) wSD 2 1 The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.)