Hi spikester & Welcome.
You can not determine the sex of your grey because it seems to prefer you, here are a few links regarding the male/female bond.
http://www.greyforums.net/forums/african-grey/35414-bonding-birds.html
http://www.greyforums.net/forums/african-grey/33911-instinct-and-detachment.html
As judy says please come & say hello in the welcome room