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 40% probability that the firm will have a 20% return and a 60% probability that the firm will have a-30% return. The standard deviation for the return on an individual firm is closest to: A. OB. O c. D. 12.25% 9.8% -10% 24.49%