A) Suppose your risk aversion coefficient is A = 4, the expected return on the risky portfolio is 15%, the standard deviation of the risky portfolio is 30%, and the T-bill rate is 6%. If you were allocating your complete portfolio in any year between Three-In and T-bills, what fraction would you devote to Three-In? (Round your answer to 2 decimal places.)

B) If you were allocating your complete portfolio in any year between Third-In-Three and T-bills, what fraction would you devote to Third-In-Three? (Round your answer to 2 decimal places.)