please show all steps with work to know how to solve (not excel)

2. You are designing a risky portfolio based on two stocks, A and B. A has expected return of 15% and standard deviation of return 20%. B has expected return of 20% and standard deviation of return 10%. The correlation coefficient between A and B is 0.5 . The risky free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in A is ? (10 points)