Consider an economy with two types of firms, S and I. S firms always move together, but I firms move independently of each other. For both types of firms there is a 20% probability that the firm will have a 20% retum and a 80% probability that the firm will have a - 30% retum. The standard deviation for the return on an individual firm is closest to: O A. 8% OB. 10% O C. 20% OD. -20%