2 You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset 10 points 15.0 14.0 9.0 Market 10.3 Risk-free 4.2 32 1.40 27 17 22 1.00 1.10 0.75 eBook Print Assume that the correlation of returns on Portfolio Y to returns on the market is 0.64. What is the percentage of Portfolio Y's return that References is driven by the market? (Round your answer to 4 decimal places)