Recall that the definition of arbitrage required the satisfaction of three conditions: one about weights, one about risk and one about returns. Consider the following scenario in a one-factor APT:

	E[r]	B1
Asset X	1.1%	0.1
Asset Y	17.8%	2.4
Asset Z	9.3%	3.0

What is the weight of X that produces an arbitrage portfolio composed of all three assets, X, Y and Z? Weights will be between +1 and -1. Answer in decimal form, i.e. #.## or -#.##.