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 67% probability that the firm will have a 18% return and a 33% probability that the firm will have a -6% return. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in: a. 17 firms of type S? b. 17 firms of type I? a. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 17 firms of type S? Standard deviation is %. (Round to two decimal places.) b. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 17 firms of type I? Standard deviation is %. (Round to two decimal places.)