I feel just like you do. However I have heard of situations that after a while -few months sometimes- some firms have contacted the owners of these portfolios for an open position. It is more about taking chances and being positive that where you are applying would be nice enough to return your work. But I would always suggest to send a pre-paid envelope with the hardcopy, and explicitly mention on your letter that you have attached this as well. Also, do not be afraid to follow up and after a while request for it. Hope this might be helpful, it is just my humble opinion.
