Newly diagnosed PE, cancer worry

I have been breathless just walking short distances for weeks. After being taken to hospital by ambulance last week due to low oxygen I have since had a lot of tests and the d-dimer came back high so today I had my CT scan and they said I have a large clot and will now need a full body scan and are referring me to a thrombosis clinic. They have told me this can just happen for no reason at all but they are looking for causes being infections or cancer and I’m now frightened. How often would this be caused by cancer, has anyone else had this. Sorry just panicking