Maroon has an expected return of $21\%,$ and a variance of $0\mathrm{.}014.$ Gray has an expected return of $15\%,$ and a

variance of $0\mathrm{.}009.$ The covariance between Maroon and Gray is $0\mathrm{.}06.$ Using these data, calculate the variance of a

portfolio consisting of $55\%$ Maroon and $45\%$ Gray.

$0\mathrm{.}18910$

$0\mathrm{.}03576$

$0\mathrm{.}01175$

$0\mathrm{.}03526$

$0\mathrm{.}00794$