PLEASE TAKE THE QUESTION ONLY IF YOU KNOW TO SOLVE IN EXCEL. thank you

An investment company, intends to invest a given amount of money in four stocks. From past data, the means and standard deviations of annual returns have been estimated as follows:

STOCK	MEAN	STANDARD DEVIATION
1	0.14	0.20
2	0.11	0.15
3	0.10	0.08
4	0.125	0.175

The correlations among the annual returns on the stocks are as follows:

COMBINATION	CORRELATION
STOCK 1 AND 2	0.6
STOCK 1 AND 3	0.4
STOCK 1 AND 4	0.3
STOCK 2 AND 3	0.7
STOCK 2 AND 4	0.5
STOCK 3 AND 4	0.8

[a] Find a minimum variance portfolio that yields a mean annual return of at least 0.12.

[b] Is stock 4 in any of the optimal portfolios on the efficient frontier?

PLEASE ONLY SOLVE THIS QUESTION USING EXCEL.