A cash flow at 300 days is to be mapped to interest rates with maturities 9 months and 12 months. These interest rates have volatilities 50bps and 70bps respectively, and correlation 0.85. The vertex at 300 days has volatility 65bps. The mapping must preserve both PV and volatility. What proportion of the cash flow PV is mapped to the 9 month vertex? Give your answer to 4 d.p.