You have a stream of future obligations with (Macaulay) duration equal to 11 years. You decide to immunize your overall position by investing in two zero-coupon bonds, A and B, with maturities =3 and =16, respectively. The current term structure is flat at 3%. The present value of your liabilities is 29 million dollars while your current asset position is 33 million dollars in cash. Based on the duration approximation, what is the portfolio weight on bond B in the immunization portfolio?