Stock A has a standard deviation of 0.1236, Stock B has a standard deviation of 0.2987, and the correlation between the two stocks is 0.308. The expected return for Stock A is 0.063, the expected return for Stock B is 0.059, and the risk-free rate is 0.026. Calculate the weight for Stock A to obtain the minimum variance portfolio. Report your answer in percent, don't forget to include the percent sign (%), and round to the second decimal point.