Actually it would lift closer to 20 grams - CO2 is denser at the same pressure, and Mars' atmosphere has a density of 0.020kg/m^3 at the surface.
Your point remains though, your average rubber party balloon is 12g, and would be stretched pretty thin if inflated to the 1.5m diameter needed to displace 1m^3 of air.
Which is the reason blimps tend to be built large - the lift-to-surface-area ratio increases linearly with size: 2x the (linear) size requires 4x the skin and gives 8x the lift. 10x the size needs 100x the skin for 1000x the lift.
Of course the bigger it gets the more power it needs to fight those Martian winds, and since a blimp can't land, to stay near the rover it would have to have a power source strong enough to to fly directly into the wind at 20-60mph, 24.37 hours a day, as well as dealing with the gusts in the 100-300+mph range. Probably not realistic, though it might make for an interesting atmospheric rover in it's own right.