Portfolio 1 consists of 100,000 theft insurance policies. Portfolio 2 consists of 100,000 earthquake policies. Probability of event is 1% for each type. Assume independence of thefts, and that if earthquake occurs then all 100,000 homes are affected. Denote by X1 and X2 corresponding (random) number of insured events in Portfolios 1 and 2, respectively. It is clear that the expected value of X1 and X2 are both 1,000. Compare their standard deviations.( Calculate standard Deviation for both Portfolios)