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 40% probability that the firm will have a 20% return and a 60% probability that the firm will have a -30% return. The standard deviation for the return on a portfolio of 20 type 1 firms is closest to: O A. - 10% OB. 24.49% O c. 5.48% OD. 12.25%