A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a corporate bond fund, adn the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return (%) Standard Deviation (%) Stock fund (S) 15 32 Bond fund (B) 9 23 The correlation between the fund returns is 0.15. What is the portfolio weight for the corporate bond fund in the optimal risky portfolio? Your answer should be accurate to the hundredth (NOT in percentage points)