Maroon has an expected return of 21%, and a variance of 0.015. Gray has an expected return of 15%, and a variance of 0.009. The covariance between Maroon and Gray is 0.03 . Using these data, calculate the variance of a portfolio consisting of 55% Maroon and 45% Gray. 0.02061 0.14564 0.01230 0.00837 0.02121