Maroon has an expected return of 21%, and a variance of 0.010. Gray has an expected return of 16%, and a variance of 0.006. The covariance between Maroon and Gray is 0.03. Using these data, calculate the variance of a portfolio consisting of 40% Maroon and 60% Gray.

		0.00760
		0.13476
		0.00411
		0.01896
		0.01816