An investor can design a risky portfolio based on two stocks, A and B$.$ The standard deviation of return on stock A is $33\%$ while the standard deviation on stock B is $25\%.$ The correlation coefficient between the return on A and B is $0\mathrm{.}50.$ The expected return on stock A is $20\%$ while on stock B it is $9\%.$ What proportion of the minimum variance portfolio would be invested in stock A$?$ Please calculate the weight as a percentage of the portfolio. Do not enter $\%$ in the answer box. For example, if your answer is $0\mathrm{.}12345$ or $12\mathrm{.}345\%$ then enter as $12\mathrm{.}35$ in the answer box.