Consider the following two assets. The first is a stock fund, the second is a long-term government and corporate bond fund. The probability distribution of the funds is as follows:

	Expected ret	std. dev.
Stock fund	18%	27%
Bond fund	11%	15%

The correlation between the fund returns is 0.3. What is the investment proportion in the minimum variance portfolio of the bond fund?

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