Find the portfolio with of risky assets and the risk free asset with the same expected return as Microsoft. What is its expected risk equal to?

The table below gives example data on monthly means, variances and covariances for the returns on Microsoft, Nordstrom and Starbucks (assets A, B and C) based on sample statistics computed over the five-year period January, 1995 through January, 2000 Asset i Pair (i, j) Ori A 0.0427 0.1000 (A,B) 0.0018 B 0.0015 0.1044 (A, C) 0.0011 C 0.0285 0.1411 (B,C) 0.0026 The table below gives example data on monthly means, variances and covariances for the returns on Microsoft, Nordstrom and Starbucks (assets A, B and C) based on sample statistics computed over the five-year period January, 1995 through January, 2000 Asset i Pair (i, j) Ori A 0.0427 0.1000 (A,B) 0.0018 B 0.0015 0.1044 (A, C) 0.0011 C 0.0285 0.1411 (B,C) 0.0026