A pension fund manager is considering three assets. The first is a stock fund, the second is a long-term corporate bond fund, and the third is a T-bill yielding 0.05. The probability distribution of the risky funds is as follows: Expected ret. std. dev. Stock fund 0.19 0.27 Bond fund 0.06 0.12 The correlation between the fund returns is 0.18. An investor has a risk-aversion of 6. In her optimal complete portfolio (including stocks, bonds, and risk-free assets), what is the proportion of the risk-free asset? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321.