There are two risky returns, $r_1$ and $r_2.$ The first one has expected return $0\mathrm{.}18$ and

standard deviation $0\mathrm{.}22.$ The second one $0\mathrm{.}09$ and $0\mathrm{.}11.$ Their correlation is $0.$

Let portfolio $P=0\mathrm{.}8r_1+0\mathrm{.}2r_2$; portfolio $Q=0\mathrm{.}4r_1+0\mathrm{.}6r_2.$ They both are portfolios of

$r_1$ and $r_2.S$ is another portfolio of $r_1$ and $r_2,$ and $S$ has equal covariance with $P$

and with $Q.$

Then S$\text{'}$s portfolio weight on $r_1$ is $,\%($Enter a percentage number; keep $3$

decimal places$).$