Please Help. Show your work too please.

You graduated from UTEP and you were immediately hired at the Wealth Management division of J.P. Morgan. You survey a client and you conclude that this clients level of risk aversion is commensurate with a target standard deviation P=15%. (This means that the client would want to allocate funds into a portfolio with a standard deviation greater than this number). You can allocate your clients wealth into a corporate bond fund, a common stock fund, and a U.S. T-Bills (risk -free), with the following means and standard deviations:

	E(R)	Standard Deviation
Bond Fund	14%	20%
Common Stock	21%	39%
U.S. T-Bill (rf)	5%

The correlation between the stock fund and the bond fund is B,S=0.4

Find the proportions (weights) the investor should allocate into the common stock fund (wS) , the bond fund (wB), and the risk-free asset (wf) so that the investor achieves the maximum return given the desired target standard deviation P=15%