An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 17% and a standard deviation of return of 29%. Stock B has an expected return of 12% and a standard deviation of return of 14%. The correlation coefficient between the returns of A and B is .4. The risk-free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately _________.

A. 27%

B. 35%

C. 65%

D. 73%