An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $14\%$ and a standard deviation of return of $38\%.$ Stock B has an expected return of $12\%$ and a standard deviation of return of $23\%.$ The correlation coefficient between the returns of A and B is $0\mathrm{.}5.$ The risk$-$free rate of return is $5\%.$ The proportion of the optimal risky portfolio that should be invested in stock B is approximately $\_\_\_\_\_\_\_\_\_\_.$

Multiple Choice

$22\%$

$39\%$

$61\%$

$78\%$