An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of return of 33%. Stock B has an expected return of 14% and a standard deviation of return of 18%. The correlation coefficient between the returns of A and B is .6. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately _________.

40%

60%

35%

65%