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 60% probability that the firm will have a 20% return and a 40% probability that the firm will have a - 30% return. The standard deviation for the return on an portfolio of 20 type S firms is closest to: O A. 0% OB. 4.9% O C. 14.7% OD. 24.49%