An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an

expected return of $0\mathrm{.}14$ and a standard deviation of return of $0\mathrm{.}18.$ Stock $B$ has an

expected return of $0\mathrm{.}15$ and a standard deviation of return of $0\mathrm{.}23.$ The correlation

coefficient between the returns of A and $B$ is $0\mathrm{.}67.$ The risk$-$free rate of return is

$0\mathrm{.}11.$ The proportion of the optimal risky portfolio that should be invested in stock $A$

is

Please answer in decimal terms rounded to four decimal places.