Kinda stuck with this question. Screenshotted it for clarity.

Consider three investors A, B, and C and one risky asset. The mean and standard deviation of the risky asset's return is II percent and 14 percent. The risk-free borrowing rate is 4 percent and the risk-free saving rate is 3 percent. The objective of the three investors is to maximize E(rc) where E(rc) and are the expected return and the variance of an investor's portfolio and i = A, B, C and 3, = 4.5, = 4 (a) What is the capital allocation line if an investor is borrowing money to invest in the risky asset? (b) What is investor A's optimal portfolio weight on the risky asset? (c) What is investor B's optimal portfolio weight on the risky asset?