An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% and a stand

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An investor can design a risky portfolio based on two stocks, A
and B. Stock A has an expected return of 18% and a standard
deviation of return of 20%. Stock B has an expected return of 14%
and a standard deviation of return of 5%. The correlation
coefficient between the returns of A and B is 0.50. The risk-free
rate of return is 10%. The proportion of the optimal risky
portfolio that should be invested in stock A is __________.