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 57% probability that the firm will have a 5% return and a 43% probability that the firm will have a 17% return. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in: a. 15 firms of type S ? b. 15 firms of type I? a. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in 15 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 15 firms of type I? Standard deviation is \%. (Round to two decimal places.)