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 $37\%.$ Stock B has an expected return of $16\%$ and a standard deviation of return of $22\%.$ The correlation coefficient between the returns of A and $B$ is $0\mathrm{.}5.$ The risk$-$free rate of return is $6\%.$ The proportion of the optimal risky portfolio that should be invested in stock $B$ is approximately

Multiple Choice

$70\%$

$55\%$

$30\%$

$45\%$