An investor can design a risky portfolio based on two stocks, A and B$.$ Stock A has an expected return of $17\%$ and a standard deviation of return of $29\%.$ Stock B has an expected return of $12\%$ and a standard deviation of return of $14\%.$ The correlation coefficient between the returns of A and $B$ is $0\mathrm{.}4.$ The risk$-$free rate of return is $6\%.$ The proportion of the optimal risky portfolio that should be invested in stock $B$ is approximately

Multiple Choice

$27\%$

$35\%$

$65\%$

$73\%$