A cash flow at 500 days is to be mapped to interest rates with maturities 12 months and 18 months. These interest rates have volatilities 80bps and 100bps respectively, and correlation 0.7. The vertex at 500 days has volatility 90bps. The mapping must preserve both PV and volatility. What proportion of the cash flow PV is mapped to the 12 month vertex? Give your answer to 4 d.p.