Data has been gathered on the following securities under consideration for an investment portfolio. The Risk-free rate is 2.0% and Variancem is 9.

Stock	Expected Return	Beta	Variance
A	3	0.6	8
B	9	1.2	12
C	8	0.8	6
D	12	0.4	9
E	10	1.5	12
F	5	1.1	2

Can you help show me what the optimal portfolio is with no short sales allowed, and with short sales allowed using the Lintner definition?

Which client would this portfolio be suitable for? I am having trouble with this concept.

What is the relationship between weights of securties in the long only portfolio and short sales allowed portfolio.

Thanks appreciate the help