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 $20\mathrm{.}0\%.$ Stock $B$ has an expected return of $10\%$ and a standard deviation of return of $5\%.$ The correlation coefficient between the returns of A and $B$ is $0\mathrm{.}50.$ The risk$-$free rate of return is $6\%.$ The proportion of the optimal risky portfolio that should be invested in stock $A$ is

Multiple Choice

$0\%$

$50\%$

$30\%$

$56\%$