You want to immunize a portfolio that is equally weighted in three zero coupon bonds with maturities of 5.0, 8.0, and 14.0 years. You will immunize this by creating a portfolio from two zero coupon bonds with 3.0 and 16.0 years until maturity. What portfolio weight should be invested in the 3.0 ? Note that the weights for the 3.0 and 16.0 year bonds should add up to one