A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 0.04. The probability distribution of the risky funds is as follows:

	Expected ret.	std. dev.
Stock fund	0.2	0.23
Bond fund	0.06	0.13

The correlation between the fund returns is 0.18.

Jessica has a risk aversion level of 8. In her optimal complete portfolio (including stocks, bonds, and risk-free assets), what is the proportion of the stock fund?

Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.