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 52% probability that the firms will have a 5% return and a 48% probability that the firms will have a-5% return. Plot the volatility as a function of the number of firms in the two portfolios. The standard deviation of type S stock is LJ96. (Round to two decimal places.)