You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 14.5% 13.5 8.4 11.6 6.0 op 35% 30 20 25 0 1.30 1.25 .90 1.00 Assume that the correlation of returns on Portfolio Y to returns on the market is. 86. 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