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 $0\mathrm{.}50.$ The risk$-$free rate of return is $10\%.$ The proportion of the optimal risky portfolio that should be invested in stock $A$ is

Multiple Choice

$60\%$

$40\%$

$0\%$

$100\%$