Repeat exercises 5,2 and 5.3, but use a spreadsheet to solve for the tangency portfolio weights of Netscape, Microsoft, and Novell in the three cases. The solution of the system of equations requires you to invert the matrix of covariances above, then post multiply the inverted covariance matrix by the column of risk premia. The solution should be a column of cells, which needs to be rescaled so that the weights sum to 1. Hint: See footnote 12.