Consider an economy with two types of hems, S and I. S firms all move together. I firms move independently. For both types of firms, there is a 60% probability that the firms will have a 15% return and a 40% probability that the firms will have a -10% return. What is the volatility standard deviation) of a portfolio that consists of an equal investment in 20 firms of (a)type S, and (b) type 1