You are calculating the risk of ABC stock in relation to the market index and you find ABCs beta is 2.65, the market indexs standard deviation is 21%, and the standard deviation of ABCs residual error terms is 48%. What percentage of ABCs total variance is due to systematic risk? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box,