There are two risky assets, r1 and r2. Their standard deviations are 23% and 28%, respectively. Their correlation coefficient is 0.26. A portfolio of r1 and r2 has a portfolio weight on r1 as 0.7714. Then another portfolio that is uncorrelated with the first portfolio will have a portfolio weight on r1 as (enter a number in decimal format with 2 decimal places)

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