There are two risky assets, r$1$ and r$2.$ Their standard deviations are $19\%$ and $24\%,$ respectively. Their correlation coefficient is

$0\mathrm{.}18.$ A portfolio of r$1$ and r$2$ has a portfolio weight on r$1$ as $0\mathrm{.}5131.$ Then another portfolio that is uncorrelated with the first portfolio

will have a portfolio weight on r$1$ as

$($enter a number in decimal format with $2$ decimal places$)$