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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 0 B Portfolio X Y Z Market Risk-free Ry 15. 5% 14.5 7.4 11. 7 7.0 p 36% 31 21 26 0 1. 35 1. 15 .60 1. 00 0 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.) R-squared