An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 24% and a standard deviation of return of 31%. Stock B has an expected return of 17% and a standard deviation of return of 26%. The correlation coefficient between the returns of A and B is .5. 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		30.01%
b		38.79%
c		58.76%
d		25.36%