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 26% probability that the firms will have a 5% return and a 74% probability that the firms will have a-1% retum. Plot the volatility as a function of the number of firmsn the two portfolios. The standard deviation of type S stock is .%. (Round to two decimal places.)