Find the minimum variance portfolio with expected rate of return of $8\%$ using five assets with expected rates of return

$=[0\mathrm{.}10,0\mathrm{.}12,0\mathrm{.}05,0\mathrm{.}03,0\mathrm{.}15{]}^{TT},$

standard deviation

$=[0\mathrm{.}4,0\mathrm{.}45,0\mathrm{.}15,0\mathrm{.}1,0\mathrm{.}5{]}^{TT},$

and covariances ${}_{12}=0\mathrm{.}02,{}_{13}=-0\mathrm{.}01,{}_{14}=0\mathrm{.}005,{}_{15}=0\mathrm{.}001,{}_{23}=-0\mathrm{.}002,{}_{24}=0\mathrm{.}001,{}_{25}=0\mathrm{.}03,{}_{34}=0,{}_{35}=0\mathrm{.}02,$ and ${}_{45}=-0\mathrm{.}02.$ Calculate the minimum variance.