An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 19% and a standard deviation of return of 32%. Stock B has an expected return of 14% and a standard deviation of return of 17%. The correlation coefficient between the returns of A and B is .5. The risk-free rate of return is 7%. The proportion of the optimal risky portfolio that should be invested in stock B is approximately _________.

a.46%

b.29%

c.54

d.71%