Let's say a long-term bond issued by the French government has an expected return of 0.02 and a volatility of 0.10, and the CAC 40 index of French stocks has an expected return of 0.05 and a volatility of 0.2. Their covariance is 0.002 and the risk-free rate is 0.04. What is your optimal allocation to the long-term bond if you maximize your tradeoff between portfolio expected return and variance, your risk aversion is 3, and you do not face any financial constraints? Answer in decimal form with two decimals (i.e. 20.33% is 0.20).