You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 11.0% 10.0 8.1 10.4 5.2 Op 33% 28 18 23 1.45 1.20 ..75 1.00 0 Assume that the correlation of returns on Portfolio Y to returns on the market is.66. 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