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 firm there is a 70% probability that the firm will have a 20% return and a 30% probability that the firm will have a -30% return. What is the expected return for an individual firm? What is the standard deviation for the return on an individual firm? What is the standard deviation for the return on a portfolio of 20 type S firms? What is the standard deviation for the return on a portfolio of 20 type I firms?