Consider an economy with two types of firms, S and I. S firms all move together. I firms move independently. For both types of firms there is a 23% probability that the firm will have a 11% return and a 77% probability that the firm will have a -11% return. What is the volatility (standard deviation) of a portfolio that consists of an equal a. 25 firms of type S? b. 25 firms of type 1? investment in: a. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 25 firms of type S? Standard deviation is % (Round to two decimal places.) ed . stio