I don't understand why the sentence to translate talks about my favorite colors (couleur is feminine), but then the colors are listed in the masculine form. And, the "title" of the grammar point says that colors agree according to gender and number.
Freeform Writing Exercise A1
The noun "la couleur" is feminine. The colors themselves, when used as nouns, are masculine. If used as adjectives, the adjective needs to match gender and number of the noun it refers to, except for those colors which derive their names from an object like, e.g., orange and marron. Those remain immutable.
Le rouge est ma couleur favorite. -- Red is my favorite color.
There is a lesson on color adjectives: Colour descriptions change according to gender and number (French Colour Adjectives)
And here is a good summary I found elsewhere: https://frenchtogether.com/french-colors/
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