An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 16% and a standard deviation of return of 35%. Stock B has an expected return of 11% and a standard deviation of return of 20%. The correlation coefficient between the returns of A and B is 0.5. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately . (Equation 6.10)