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Check my wor Problem 13-5 R-Squared (LO1, CFAT) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: toli

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Check my wor Problem 13-5 R-Squared (LO1, CFAT) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: toli 5 1.55 13.5 12.5 7.1 10.6 30 20 25 1.20 0.80 1.00 Market Assume that the correlation of returns on Portfolio Y to returns on the market is 0.70. What is the percentage of Portfolilo Y's return that is driven by the market? (Round your answer to 4 decimal places.)

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