Two stocks, A and B, are perfectly negatively correlated. The expected return on A and B are 18% and 11%, respectively. The standard deviation of A and B are 28% and 18%, respectively. If you want to form a risk-free portfolio consisting of A and B, what should be the weight of Stock A in the portfolio?

Note: Write your answer in decimal (3 or more decimal places). For example, write 0.2544 instead of 25.44%.