Consider two imperfectly correlated risky securities, K and L. K has an expected rate of return of 13% and a standard deviation of 19%. L has an expected rate of return of 10% and a standard deviation of 16%. Their correlation with each other is 0.7. What is the weight of security L in the minimum variance portfolio? Remember to enter the securities in the proper order into the weight formula. Please enter your answer in decimal form rounded to the third decimal place.