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 56% probability that the firm will have a 11% return and a 44% probability that the firm will have a - 4% 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? 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 56% probability that the firm will have a 11% return and a 44% probability that the firm will have a - 4% 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