Jade plans to invest in a portfolio which comprises stock A and stock B. The expected return of stock A is 28%. The expected return of stock B is 15%. The standard deviation of stock A is 32%. The standard deviation of stock B is 23%. T-bill rate is 3%. If the correlation coefficient between the returns on A and B is 0.2. What is the approximate proportion of the optimal risky portfolio that should be invested in stock A?

	A.	56.3%
	B.	59.3%
	C.	61.6%
	D.	57.1%