An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 22% and a standard deviation of return of 17%. Stock B has an expected return of 13% and a standard deviation of return of 4%. The correlation coefficient between the returns of A and B is .33. The risk-free rate of return is 9%. The proportion of the optimal risky portfolio that should be invested in stock A is __________.