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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 33% probability that the firms will have a 13% return and a 67% probability that the firms will have a 5% return. Plot the volatility as a function of the number of firms in the two portfolios. The standard deviation of type I stock is 1. (Round to two decimal places.) The correct plot of the volatility of type I stock as a function of the number of firms is (Select from the drop-down menu.)