Consider the following covariances between securities: Duke Microsoft Walmart Duke 0.0568 0.0193 0.0037 Microsoft 0.0193 0.2420 0.1277 Walmart 0.0037 0.1277 0.1413 The variance on a portfolio that is made up of a $2,137 investments in Duke and a $4,847 investment in Walmart stock is ________. (Please write your answer as a number, with three decimal place. e.g. write "0.1234" as "0.123")