You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y z Market Risk-free Rp 13.0% 12. 7.0 10.1 5.0 30% 25 15 20 0 op 1.30 1.10 .75 1.00 Assume that the correlation of returns on Portfolio Y to returns on the market is 60. 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.) Answer is complete but not entirely correct. R-squared 0.3844 %