Consider an economy with two types of firms, S and I. S fims all move together. I firms move independently. For both types of firms there is a 37% probability that the firm will have a 12% return and a 63% probability that the firm will have a 4% return. What is the volatility (standard doviation) of a portlolio that ooneists of an equal imvestment in: a. 36 firms of type $ ? b. 38 fims of type I? a. What is the volatilify (starkdard deviation) of a portiolio that consists of an equal imvestment in 36 firms of type S? Standard deviation is K. (Round to two decimal places.) b. What is the volatility (standard deviation) of a porffolio that consisfs of an equal imestment in 36 firms of type i? Standard deviation is 4. (Round to two decimal places.)