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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 14 . 0% 13.0 9.2 11.1 1.80 1.30

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 14 . 0% 13.0 9.2 11.1 1.80 1.30 0.85 1.00 20% 15 10 Market Risk-free6.6 Assume that the correlation of returns on Portfolio Y to returns on the market is 0.80. What is the percentage of Portfolio Y's return that is driven by the market? (Round your answer to 4 decimal places.) R-squared

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