An investor can design a risky portfolio based on two stocks, Aand B. Stock A has an expected return of 18% and a standarddeviation of return of 20%. Stock B has an expected return of 12%and a standard deviation of return of 5%. The correlationcoefficient between the returns of A and B is 50%. The risk-freerate of return is 10%. The proportion of the optimal riskyportfolio that should be invested in stock B is ________