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Fun fact: Grey hair is also called unpigmented hair. It has stopped producing melanin. It's actually transparent, but typically reflects your darker hair to appear grey.
Grey hair, like all hair, does collect various colorings through environmental factors, which is how it can start to gain a yellow appearance through minerals in your water.
Typically, these are solved through a combination of clarifying, and the use of products that can seal the cuticle from these factors.