An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 21% and a standard deviation of return of 18.0% Stock B has an expected return of 17% and a standard deviation of return of 5%The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 12%. The proportion of the optimal risky portfolio that should be invested in stock A is ____________.

A. 0% B. 50% C. 32% D. 62%