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 return of $10\mathrm{.}8\%.$ Stock B has an expected return of $14\%$ and a standard deviation of return of $3\%.$ The correlation coefficient between the returns of A and B is $0\mathrm{.}50.$ The risk$-$free rate of return is $9\%.$ The proportion of the optimal risky portfolio that should be invested in stock A is $\_\_\_\_\_\_\_\_\_\_.$

Multiple Choice

$0\%$

$50\%$

$39\%$

$59\%$