Mar Security A has an expected return of 8% and a standard deviation of 6.3%. Security B has an expected return of 10% and a standard deviation of 10%. The correlation coefficient between A and B is 1 (l.es, the two stocks are perfectly positively correlated) If the standard deviation of the portfolio consisting of security A and B is 6%, what fraction of the total money has been invested in security B? (Assume short selling is allowed) (Note: Please retain at least 4 decimal places in your calculations and 2 decimal places in the final answer) The fraction of the total money has been invested in security B is