You are advising several clients on asset allocation.

You have just recommended the following optimal allocation to Client A.

Assets	Weights
Small Stocks	60%
Large Stocks	30%
T-bills	10%
Total	100%

You believe that Client A's monthly return has a standard deviation of 4% and is expected to exceed the T-bill rate by 0.4% per month. You also believe that this portfolio offers the highest possible expected return for its level of standard deviation. Also, short selling and borrowing at T-bill rate are allowed.

A) Client B would like you to recommened a combination of the same three assets having the highest expected return for a monthly return standard deviation of 2%. What allocation would you recommend? (Write down the weights on Small stocks, Large stocks, and T-bills that you would recommend; write down the weights in percent).

B) Client C would like you to recommend a combination of the same three assets that maximized his/her objective function w/ a risk aversion coefficient of A=10. What allocation would you recommened? (Write down the weights on Small stocks, Large stocks, and T-bills that you would recommend; write down the weights in percent).