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 59% probability that the firm will have a 20% return and a 41% probability that the firm will have a -7% return. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in: a. 17 firms of type S? b. 17 firms of type 17 a. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 17 firms of type S? Standard deviation is %. (Round to two decimal places.) b. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 17 firms of type 1? Standard deviation is %. (Round to two decimal places.)