The minimum variance portfolio of GM and Ford is weighted $2/3$ GM and $1/3$ Ford, the expected return of GM is $10\%$ and its variance is $0\mathrm{.}003.$ Ford$$s expected return is $15\%,$ its risk$-$free rate is $5\%,$ and the covariance of Ford and GM is $0.$ What is the VARIANCE of Ford?