Do it in Excel document show the work please

Intro You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon 36.9% Walmart 16.8% Exxon 4.5% E(r) Amazon Walmart Exxon Amazon 0.36 Walmart 0.04 0.16 Exxon 0.06 0.04 0.09 Part 1 Attempt 1/10 for 10 pts. 1) Find portfolio weights, portfolio standard deviation when E(Tp)=20% on the Efficient Frontier 2) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance portfolio. 3) 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 here) 0+ decimals Submit Intro You found the expected returns and variance-covariance matrix of returns for 3 stocks: Amazon 36.9% Walmart 16.8% Exxon 4.5% E(r) Amazon Walmart Exxon Amazon 0.36 Walmart 0.04 0.16 Exxon 0.06 0.04 0.09 Part 1 Attempt 1/10 for 10 pts. 1) Find portfolio weights, portfolio standard deviation when E(Tp)=20% on the Efficient Frontier 2) Find portfolio weights, portfolio standard deviation and portfolio expected return for the minimum variance portfolio. 3) 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 here) 0+ decimals Submit