i'm not sure about the specify thing (there's only two past papers with this module to go off, and they haven't specified in those) but my teacher advised us to always set our piece in the Romantic period, or, only if it absolutely fits the question, do something Possession-esque where you have flashbacks to the Romantic time. The majority of your story should be set in the Romantic period because it allows you to address the rubric better, i.e. show what you know about ways of thinking and can adopt a Romantic "voice".