A stock has a beta of $0\mathrm{.}9$ and an expected return of $9$ percent. A risk$-$free asset currently earns $4$ percent. If a portfolio of the two assets has a beta of $1\mathrm{.}80,$ what are the portfolio weights?

Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to the nearest whole number.