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 61% probability that the firm will have a 21% return and a 39% probability that the firm will have a 15% return. What is the volatility (standard deviation) of a portfolio that consists of an equal investment in: a. 32 firms of type S ? b. 32 firms of type