Consider the following two investment opportunities: a stock fund and a bond fund with E(r_S)=0.20, _S=0.28, E(r_B)=0.12, _B=0.15. 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%.)