4. You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X 10 points Y Rp 16.0% 15.0 7.3 11.3 5.8 32% 27 17 22 1.90 1.25 .75 1.00 0 Z Market Risk-free 0 eBook Assume that the correlation of returns on Portfolio Y to returns on the market is .83. What percentage of Portfolio Y's return is driven by the market? (Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places.) Print R-squared References