An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 0.23. The correlation coefficient between the returns of A and B is 0.78. The risk-free rate of return is 0.11. The proportion of the optimal risky portfolio that should be invested in stock A is _____. Please answer in decimal terms rounded to four decimal places.

Corrected Question: An investor can design a risky portfolio based on two stocks. Stock A has an expected return of 0.17 and a standard devition of return of 0.20. Stock B has an expected return of 0.12 and a standard deviation of retuen of 0.23. The correlation coefficient between the returns of A and B is 0.78. The risk-free rate of return is 0.11. The proportion of the optimal risky portfolio that should be invested in Stock A is ____. Please answer in decimal terms rounded to four decimal places.