Suppose you are a bond portfolio manager and you need to create a bond portfolio with a duration of 6.5 years and a targeted annual interest rate of 5%. After reviewing all bonds available, you decide that you will invest in both of the bonds listed below:

1. A coupon bond that has a duration of 11 years, 12 years till maturity, and a YTM of 5% in the portfolio.
2. A 4-year zero that has a YTM of 5%

What should be the portfolio weight for the coupon bond in your portfolio so that the duration of your portfolio is 6.5 years?

Round your calculations to the nearest 0.01, i.e., two decimal places. Enter your answer in decimal form, not percentage. For example, if your answer is 0.50, enter "0.50" and NOT "50%" or "50".