An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $15\%$ and a standard deviation of return of $20\%.$ Stock B has an expected return of $11\%$ and a standard deviation of return of $15\%.$ The correlation coefficient between the returns of A and B is $0\mathrm{.}5.$ The risk$-$free rate of return is $4\%.$ The proportion of the optimal risky portfolio that should be invested in stock B is approximately $\_\_\_\_.$