An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 9% and a standard deviation of return of 7%. Stock B has an expected return of 5% and a standard deviation of return of 2%.The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 3.5%. The proportion of the optimal risky portfolio that should be invested in stock A is