An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $21\%$ and a standard deviation of return of $39\%.$ Stock B has an expected return of $14\%$ and a standard deviation of return of $20\%.$ The correlation coefficient between the returns of A and B is $0\mathrm{.}4.$ The risk$-$free rate of return is $5\%.$

The proportion of the optimal risky portfolio that should be invested in stock B is apporximatley $\_\_\_\_.$

a$)71\%$ b$)44\%$ c$)29\%$ d$)56\%$