Stock A has a standard deviation 0.4826, Stock B has a standard deviation of 0.1478, and the correlation between the to stocks is 0.165. The expected return for Stock A in excess of the risk-free rate is 0.079, the expected return for Stock B in excess of the risk-free rate is 0.048, and the risk-free rate is 0.019. Calculate the weight for Stock A to obtain the optimal risky portfolio. Report your answer in percent, don't forget to include the percent sign (%), and round to the second decimal point.