Stock A has a standard deviation of 0.4800, Stock B has a standard deviation of 0.3131, and the correlation between the two stocks is 0.195. The expected return for Stock A is 0.070, the expected return for Stock B is 0.096, and the risk-free rate is 0.027. 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.