Maroon has an expected return of 24%, and a variance of 0.010. Gray has an expected return of 17%, and a variance of 0.008. The covariance between Maroon and Gray is 0.08. Using these data, calculate the variance of a portfolio consisting of 55% Maroon and 45% Gray. O 0.21034 0.04405 O 0.04425 O 0.00910 O 0.00579