How to solve this question in matlab or excel?

2 The Geometry of the MVF Suppose there is no riskless asset and we have three stocks: A, B and C. Their expected returns are given by 10% r = 20% 30% The covariance matrix is 1 0 0 V = 0 1 0 0 (a) Let p be a portfolio on the minimum-variance frontier (MVF). Write the return stan- dard deviation of p, Op, as a function of its expected return rp. (b) Using the result you obtained from part (a), plot the MVF. (c) Find the global minimum-variance portfolio IGMV. (d) Label the minimum-variance portfolio p' with E[rp] = 25% on the MVF you draw in part (b). (e) Find a portfolio p" on the MVF which is uncorrelated with p' and label it on the plot you draw in part (b). p" is called the zero-beta portfolio for p'. (f) Now draw a straight line that passes through (0, rp" ) and (Op, p). What do you find? Hint: you should conclude that you have found a geometric method to determine the expected return of the zero-beta portfolio for almost any portfolio on the MVF