$($c$)$ It is known that although variance is a widely used measure of investment risk, variance

does not satisfy the concept of subadditivity. This means that a risk measure should

reflect the fact that aggregation should lower risk through diversification. For two

random variables $x$ and $Y,$ where $Y=3x$ and Var$(x)=2,$ show that the variance does

not satisfy $g(x+Y)g(x)+g(Y).$