An investor can design a risky portfolio based on two stocks, S and B. Stock S has an expected return of 14% and a standard deviation of return of 32%. Stock B has an expected return of 12% and a standard deviation of return of 23%. The correlation coefficient between the returns of S and B is 0.58. The risk-free rate of return is 5%. The proportion of the optimal risky portfolio that should be invested in stocks S and B are approximately