You run a regression of Nvidia Corporations (NVDA) excess stock return on the S&P 500 excess return and obtain a slope coefficient (beta) of 1.1. If NVDAs annual volatility is 0.72 and the S&P 500 annual volatility is 0.26, what fraction of NVDAs total variance is idiosyncratic, according to the CAPM? Please provide your solution in decimal form, rounded to 3 decimal places. Only do the rounding of the final solution, keep all decimals in the intermediate stages of calculation (e.g., if the solution is 51.67% report 0.517)