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 50% probability that the firm will have a 20% return and a 50% probability that the firm will have a -30% return. The standard deviation for the return on a portfolio of 20 type I firms is closest to O A. 25% O B. 5.59% OC -5% OD. 12.5% - 30 anconomy with two types of tems, and sem m res u ltheim will have a 20% ren and a 50% probably that them with Tedd won for the return on A 20 .550 De D. 125