"An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 12% and a standard deviation of return of 10%. Stock B has an expected return of 6% and a standard deviation of return of 4%.The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 4%. The proportion of the optimal risky portfolio that should be invested in stock A is _________. Note: Express your answers in strictly numerical terms. For example, if the answer is 5%, write 0.05"