Use the table for the question$($s$)$ below.

Consider the following covariances between securities:

$\backslash$table$[[,$Duke,Microsoft,Walmart$],[$Duke$,0\mathrm{.}0568,-0\mathrm{.}0193,0\mathrm{.}0037],[$Microsoft$,-0\mathrm{.}0193,0\mathrm{.}2420,0\mathrm{.}1277],[$Wal$-$Mart,$0\mathrm{.}0037,0\mathrm{.}1277,0\mathrm{.}1413]]$

The variance on a portfolio that is made of up a $$6000$ in Microsoft and a $$7000$ investment in Walmart is:

$($round to three decimal places$)$