You are trying to build the best possible risky portfolio for your investment clients. You have two risky assets available to you: A risky stock with an expected excess return of $0\mathrm{.}099$ and a standard deviation of $0\mathrm{.}06,$ and a risky bond with an expected excess return of $0\mathrm{.}046,$ and a standard deviation of $0\mathrm{.}818.$ If these two assets have a coefficient of correlation of $-1,$ what proportion of the money you invest in risky assets should you put in the bond? An answer of $0$ means invest no money in the bond, an answer of $1$ means put all of your money in the bond. Please give your answer to three decimal places.