Consider an economy with two types of firma. S and firmes more together, but I finna move independendy of each other. For both types of there in 20probly at the time will have 20 and 0% probably the firm will have s90% rebum. The standard deviation for the retum on an portfolio of 20 type 3 fm la detto OA 20% OB-20% OC 12% O 0.4% Cack to your GO & 7. 8 $ 4 9 5 2