$($c$)[4]$ Suppose that WCI seeks a portfolio that maximizes its utility function, which is a linear combination of the portfolio return and the portfolio risk $($standard deviation$).$ To characterize the trade$-$off between return and risk in the utility function, every $1\%$ decrease in risk is equivalent to every $1\mathrm{.}5\%$ increase in return. Formulate this portfolio optimization problem as a nonlinear program. Clearly define your decision variables, objective function, and constraints. Write the objective and constraints in math formulas. $($Hint: Both the portfolio return and risk should appear in the objective function$)$