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 50% probability that the firm will have a 20% return and a 50% probability that the firm will have a 30% return. The standard deviation for the return on an individual firm is closest to A. 12.5% B. 25% C. 5% D. 10%