Problem 1. The Triad family of mutual funds allows investors to split their money between several portfolios managed by Triad (none of the portfolios can be shorted). Portfolio A consists entirely of risk-free securities, and has a certain return of 4%. Portfolio B has an expected return of 19% and a standard deviation of 25%. Portfolio C has an expected return of 10% and a standard deviation of 15%. Your client is leaning towards investing his money entirely in portfolio C, since he is unwilling to take the higher risk associated with portfolio B, but wants a higher return than offered by portfolio A