Check my work 4 You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 5 oints Portfolio X Y Z Market Risk-free Rp 15.5% 14.5 7.4 11.7 7.0 Op 36% 31 21 26 1.35 1.15 .60 1.ee Skipped eBook Assume that the correlation of returns on Portfolio Y to returns on the market is. 87. 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.) Dut Print R-squared References