Consider the following two investment opportunities: a stock fund and a bond fund with E(rS)=0.20, S=0.26, E(rB)=0.12, B=0.16. The correlation coefficient between the two funds is 0.10. The weight on the stock fund in the minimum variance portfolio is _______%. (Please round your answer to the nearest first decimal place and note that 0.251 should be expressed as 25.1%.)