Do this on excel please

The table below lists the expected return and the standard deviation of returns on five securities:

Security	Expected Return (Ei)	SD(Return) (i)
1	8.1%	22.5%
2	13.5%	37.8%
3	22.5%	54%
4	31.5%	63%
5	36%	81%

The correlation matrix, [_ij], or [CORR(R_i, R_j)], for various values of i and j as follows:

	1	2	3	4	5
1	1	0.225	0.36	0.09	0.36
2	0.225	1	0.405	0.45	0.135
3	0.36	0.405	1	0.27	0.675
4	0.09	0.45	0.27	1	0.63
5	0.36	0.135	0.675	0.63	1

Thus, the matrix above says, for instance, that ₁₃, the correlation between returns on Security₁ and those on Security₃, is 0.36.

Compute the variance-covariance matrix, [_ij], COV(R_i, R_j), for various values of i and j and use Solver add-in in MS Excel to choose x_i and x_j so as to minimize _p = SQRT(x_ix_jij) subject to constraints (a) that x_i = 1 and, (b) that E_p = x_iE_i = a given value, to start with, say, 0.09%. Note in a separate table values of E_p and, the minimized portfolio standard deviation, _p. Now, compute _p by changing the value of E_p from 0.09% to 81% in steps of 5%. Plot these points in Excel using an x-y scatter graph to generate the minimum variance frontier. Print the table and the minimum variance frontier, and submit the hard copy by Aug 7.