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 22.5%. Stock B has an expected return of 13% and a standard deviation of return of 3%. The correlation coefficient between the returns of A and B is 0.40. The risk-free rate of return is 11%. The proportion of the optimal risky portfolio that should be invested in stock A is