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.