Suppose there are only six stocks to invest in the market. You believe their expected returns are all 11%, their variances are all 0.7, and there correlations are all zero. Warren Buffett agrees with you about the variances and correlations. The riskfree rate is 3% for the same period. However, his team performed an extensive research on these six stocks considering all accounting numbers and extra information about stocks. As a result, now he has a different view on the current stock valuations. He believes the expected returns of these six stocks are 45%, 5%, 11%, 11%, 11%, and 11%, which means he believes the first stock is undervalued and the second stock is overvalued in the market. If so, what would be Warren Buffetts optimal weights on the first stock when he constructs the tangency portfolio to maximize Sharpe ratio? Assume short sale is not allowed. Express your answer as a decimal after rounding it to the nearest thousandth. For example, if your answer is 12.5498%, then type 0.125.