Is there anybody who help me to write the problem model and solve this problem in excel? It is very urgent.

TABLE 17 (Refer to Problem 8 data.) Suppose that you now hold 30% of your investment in stocks, 50% in Annual Returns on Assets T-bills, and 20% in gold. Assume that transactions incur costs. Every $100 of stocks traded costs \begin{tabular}{|l|l|l|l|} \hline Year & Stocks & Gold & T-Bills \\ \hline 1968 & 11 & 11 & 5 \\ \hline \end{tabular} you $1, every $100 of your gold portfolio traded costs you $2, and every $1 of your T-bill portfolio traded costs you 5%. Find the minimum variance portfolio that yields, after transaction costs, an expected relurn of at least 10%. (Hint: Define variables for the dollars bought or sold in each investment.)