Use the Information for the Question(s)below

Use the information for the question(s) below.
Consider an economy with two types of firms,S and I.S firms always move together,but I firms move independently of each other.For both types of firms there is a 70% probability that the firm will have a 20% return and a 30% probability that the firm will have a -30% return.
-The standard deviation for the return on an portfolio of 20 type S firms is closest to:

A) 15.0%
B) 23.0%
C) 5.25%
D) 5.10%