15. An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 16.52%, while the standard deviation on stock B is 7.11%. The correlation coefficient between the returns on A and B is -0.2523. The expected return on stock A is 22.75%, while on stock B it is 10.54%. The proportion of the minimum-variance portfolio that would be invested in stock B is approximately ________.