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% retum and a 40% probability that the firm will have a -30% return. The standard deviation for the retum on an individual firm is closest to: O A. 0% OB 12.25% OC. 24.49% OD. 9.8%