An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 20% and a standard deviation of return of 12.5%. Stock B has an expected return of 16% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and B is 0.80. The risk-free rate of return is 12%. The proportion of the optimal risky portfolio that should be invested in stock A is _________.