can be done using solver in excel please.

Intro Instructions: this is a Part 2 question (DO NOT answer here; instead go to Blackboard) You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon Walmart Exxon E() 36% 16% 5% Amazon Walmart Exxon Amazon 0.35 Walmart 0.06 0.17 Exxon 0.06 0.02 0.08 Part 1 Attempt 1/3 for 10 pts. 1) Find portfolio weights, portfolio standard deviation when E(rp)=25% on the Efficient Frontier. 2) Find portfolio weights, portfolio expected return when portfolio standard deviation=35% on the Efficient Frontier. 3) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance tfolio. 4) Find portfolio weights, portfolio standard deviation and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%. (disregard the solutions provided after due) Intro Instructions: this is a Part 2 question (DO NOT answer here; instead go to Blackboard) You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon Walmart Exxon E() 36% 16% 5% Amazon Walmart Exxon Amazon 0.35 Walmart 0.06 0.17 Exxon 0.06 0.02 0.08 Part 1 Attempt 1/3 for 10 pts. 1) Find portfolio weights, portfolio standard deviation when E(rp)=25% on the Efficient Frontier. 2) Find portfolio weights, portfolio expected return when portfolio standard deviation=35% on the Efficient Frontier. 3) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance tfolio. 4) Find portfolio weights, portfolio standard deviation and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%. (disregard the solutions provided after due)