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 43% probability that the firm will have a 24% return and a 57% 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. 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 1. (Round to two decimal places.)