The Excel file Stock Data contains monthly return data for five $(5)$ stocks.

a$.$ Use these returns and the Matrix of Excess Returns to compute the Variance$-$Covariance Matrix for these five $(5)$ stocks. $($Do not use the varcovar VBA function$).$

b$.$ Use the Variance $-$ Covariance Matrix for these five $(5)$ 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$)$

Please answer this question with screenshots of excel including the formulas so I can understand it better, thanks. RETURNS FOR $5$ STOCKS

$\backslash$table$[[$Month$,$Stock A$,$Stock B$,$Stock C$,$Stock D$,$Stock E$],[1,0\mathrm{.}37\%,13\mathrm{.}46\%,5\mathrm{.}32\%,15\mathrm{.}99\%,0\mathrm{.}31\%$