You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Rp 14.0% 13.0 9.2 11.1 6.6 Op 20% 15 5 10 0 1.80 1.30 .85 1.00 0 Z Market Risk-free Assume that the correlation of returns on Portfolio Y to returns on the market is .80. 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