A risky portfolio P is composed of two stocks, A and B:

Asset Expected return Sigma

A $18\%35\%$

B $7\%15\%$

Correlation coefficient $=0\mathrm{.}1.$

What is the weight of stock A in the optimal risky portfolio $($the tangency portfolio$)$ that consists of stock A and stock B$?$ Assume the risk free rate is $3\%.$

Group of answer choices

Stock A: $70\mathrm{.}33\%$

Stock A: $43\mathrm{.}49\%$

Stock A: $81\mathrm{.}27\%$

Stock A: $50\%$