You manage a bond portfolio set up to fund your clients employee pension fund, with payments resembling a perpetuity. You decide to immunize the pension fund liability by purchasing two bonds: a zero coupon bond maturing in 10 years and a 10% coupon bond with a duration of 16 years. Assume the yield on both bonds and the pension fund is 8%. What percentage of your portfolio should you invest in the zero coupon bonds? Enter your answer as percentage points rounded to the nearest 2 decimal places; for example if the weight is 0.05321 = 5.321%, you should enter this as 5.32.)