Please help me solve this using excel!

Suppose stocks D, E and F monthly returns have the following mean and variances:

Stock D: Mean () of 1.1%, and Variance ( 2 ) of 0.0064 - i.e. monthly volatility of 8%

Stock E: Mean () of 0.5%, and Variance ( 2 ) of 0.0025 - i.e. monthly volatility of 5%

Stock F: Mean () of 0.7%, and Variance ( 2 ) of 0.0036 - i.e. monthly volatility of 6%

o Stocks D and E have pairwise covariance of 0.0017

o Stocks D and F have pairwise covariance of 0.0028

o Stocks E and F have pairwise covariance of 0.0013

10) Find a minimum variance portfolio invested in the three stocks, without short-selling. What are the weights, expected return, and standard deviation for this portfolio?