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 60% probability that the firm will have a 15% return and a 40% probability that the firm will have a -10% return. What is the standard deviation of a portfolio that consists of an equal investment in 20 firms of (a) type S and (b) type I/