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 $18\%.$ 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 $\mathrm{.}5.$ The risk$-$free rate of return is $9\%.$ The proportion of the optimal risky portfolio that should be invested in stock A is approximately $\_\_\_\_\_\_\_\_\_.$