This solution has significantly reduced the variability of the total expected return, even though it now has a lower mean return. The portfolio achieved this by finding the best diversification of conservative and aggressive investments. Thus, the investor must face the trade-off between higher returns with higher risk, and lower returns with lower risk.
How does this solution compare with the high-risk solution? You can compare Figure 32, Portfolio Allocation Forecast Chart, Split View with Figure 35, Best Optimization Solution with Lower Risk Requirement to answer that question. The mean return is lower in Figure 35, Best Optimization Solution with Lower Risk Requirement, but the standard deviation, variance, and coefficient of variability — the risk indicators — are also lower.