Question: Question 6 2 points Save Answer You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z

Question 6 2 points Save Answer You are given the following

Question 6 2 points Save Answer You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Y Z Market Risk-free Rp 12% 11 8 10 4 29% 24 14 19 0 Bp 1.25 1.10 0.75 1.00 0 Assume that the correlation of returns on Portfolio Y to returns on the market is 0.52. What is the percentage of Portfolio Y's return that is driven by the risk specific to the portfolio's individual holdings? (Round your answer to 4 decimal places.) A Moving to another question will save this response.

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