0.00349 0.00960 0.01880 0.01800 0.13416

Maroon has an expected return of 25%, and a variance of 0.011 Grey has an expected return of 17%, end a variance of 0.009. The covariance between Maroon end Gray is 0.03 using these data, calculate the variance of a portfolio consisting of 30% Maroon and 70% Gray. o o o o o 0.00349 0.00960 0.01880 0.01800 0.13416