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You are given the following information concerning three portfolios, the market portfolio, and the risk-free...

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Finance

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Bp 1.90 1.25 0.75 1.00 Portfolio Rp 16.0% 15.0 7.3 11.3 5.8 32% 27 17 Market Risk-free Assume that the correlation of returns on Portfolio Y to returns on the market is 0.83. 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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