Hi, I'd like to help you with your question.
Attention can be consciously allocated to many different tasks. Conscienceness is selective attention to various stimuli over time. Therefore, we are even conscious when we are asleep.
Our brains are divided into areas of functioning, each with specialization and processing ability. One of these parts is called the temporal lobe. This part of the brain is responsible for conscience decision making and selective choice as to the tasks we focus on. (This is conscious choice.)
In men and women, the brains ability to focus on tasks varies, as do people who are right versus left handed. In women, selective attention on multiple tasks is easier because the hemispheres of the brain have more connectivity. Even more so is a woman who is left handed.
A male tends to offer conscious thought to tasks but tends to do so in one set area at a time. What this means is that conscious attention varies between persons even between sexes and may also have genetic factors as well. (Ulysses S. Grant, who was ambidextrous, was thought to be one of the greatest military generals. He was able to consciously focus on a conversation while simultaneously signing his name with both right and left hands.)
The answer to your question is that yes we can consciously allocate attention to various tasks but that ability will be different depending on your sex, age and even your intelligence.
I hope this helps,