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 33% probability that the firm will have a 26% return and a 67% probability that the firm will have a-15% return. What is the volatility standard deviation of a portfolio that consists of an equal investment in: a. 33 firms of type S? b. 33 firms of type l? a. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 33 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 33 firms of type 1? Standard deviation is | %. (Round to two decimal places.)