Problem 1. Given the following portfolios and assuming returns are normally distributed Portfolio Huskies Chargers Bobcats Hokies Bulldogs Return % 10 15 14 8 20 Standard Deviation % 7 11 10 6 18 a) Rank the portfolios assuming investor desires to minimize the chance of loss. b) Rank the portfolios assuming the investor utility function given in the box c) Rank the portfolios using Roy's safety first criteria. Assume RL = 5% d) Rank the portfolios using Kataoka's safety first criteria. Assume =10% e) Rank the portfolios using Telser's safety first criteria. Assume RL=1%, = 10%