You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio op 35% Rp 14.5% 13.5 8.4 11.6 6.0 1.30 1.25 0.90 1.00 Market Risk-free Assume that the correlation of returns on Portfolio Y to returns on the market is 0.86. What is the percentage of Portfolio Y's return that is driven by the market? (Round your answer to 4 decimal places.) R-squared