Suppose you are looking to put together a portfolio using 2 bonds A and B. Bond A has a duration of 7.80 and bond B has a duration of 14.08. What is the weight you should put on bond B, if the goal is to achieve a portfolio duration 10?

Round your answer to 3 decimal places. For example if your answer is 21.52%, then please write down 0.215.

Hint: The weights put on bond A and B have to add up to 1, and the weighted average duration of bond A and B has to be 10. That should give you a system of two equations with two unkowns. The question asks for one of the two unkowns.