Security A has an expected return of 8% and a standard deviation of 8%. Security B has an expected return of 10% and a standard deviation of 9.2%. The correlation coefficient between A and B is 1 (i.e., the two stocks are perfectly positively correlated). If the standard deviation of the portfolio consisting of security A and B is 7.7%, what fraction of the total money has been invested in security B? (Assume short selling is allowed) (Note: Please retain at least 4 decimal places in your calculations and 2 decimal places in the final answer) The fraction of the total money has been invested in security B is _.