I need step by step instructions on how to do the following:

The Excel file Stock Data contains monthly return data for eight (8) stocks. a. Use these returns and the Matrix of Excess Returns to compute the Variance-Covariance Matrix for these eight (8) stocks. (Do not use the varcovar VBA function). b. Use the Variance - Covariance Matrix for these eight (8) stocks to compute the individual stock proportions for the Global Minimum Variance Portfolio (GMVP). c. Calculate the Expected Return and Risk (Standard Deviation) for the Global Minimum Variance Portfolio (GMVP)

There eight with returns over the course of 21 months how do i solve this.