Responsa על בבא בתרא 276:11

Q. A asked his road companion B to keep some money (sixty schillings) for him. B refused to take the money saying he had no place where to keep it. A suggested that he put it in his sheet, and B did so. Subsequently, the money was stolen from B. A, however, demanded his money and claimed that B was guilty of negligence since he slept in the market-place among thieves.
A. If B took reasonable care to watch his sheet, even though he slept in the market place, he is free from any obligation to A, since he complied with A's instructions.
SOURCES: Pr. 843.