An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of eturn of 18.0%. Stock B has an expected return of 17% and a standard deviation of return of 5%. The correlation coefient bethe eturns of A and B is 0.50. The risk-free rate of return is 12%. The proportion of the optimal risky portfolio in should in A is