An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 20% and a standard deviation of return of 18%. Stock B has an expected return of 11% and a standard deviation of return of 7%. The correlation coefficient between the returns of A and B is .29. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock A is __________.

57%

69%

62%

47%