Question: How do you find the optimal mean-variance efficient portfolio weight for 5 different stocks (risky assets) to achieve the lowest risk? Using the regression method

How do you find the optimal mean-variance efficient portfolio weight for 5 different stocks (risky assets) to achieve the lowest risk? Using the regression method to determine mean-variance portfolio weights. I don't understand how to find the efficient weight and would like someone to explain step by step on how to find it.

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