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 firm will have a 26% return and a 48% probability that the firm will have a 20% 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 I?