An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 18% and a standard deviation of 20%. Stock B has an expected rate of return of 14% and a standard deviation of 5%. The correlation coefficient between A and B is .50. The risk free rate of return is 10%. The proportion of the optimal risky portfolio that should be invested in stock A is ____. A. 0% B. 40% C. 60% D. 100%