An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected rate of return of 17% and a standard deviation of return of 30%. Stock B has an expected rate of return of 10% and a standard deviation of return of 20%. The correlation coefficient between the two stocks is 0.5. Investor can lend at risk free rate of 2% but cannot borrow in the money market. (The investor does not borrow because his credit history is very poor.)

What is the weight of stock A in the optimal risky portfolio if the investor lends?