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 60% probability that the firms will have a 15% return and a 40% probability that the firms will have a -10% return. Plot the volatility as a function of the number of firms in the two portfolios. The standard deviation of type S stock is % (Round to two decimal places.) The standard deviation of type I stock is %. (Round to two decimal places.)