You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Assume that the correlation of returns on Portfolio Y to returns on the market is 0.66 . What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places. Answer is complete but not entirely correct. You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Assume that the correlation of returns on Portfolio Y to returns on the market is 0.66 . What percentage of Portfolio Y's return is driven by the market? Note: Enter your answer as a decimal not a percentage. Round your answer to 4 decimal places. Answer is complete but not entirely correct