How do you calculate the minimum variance portfolio and the optimal portfolio for more than 2 assets?

Optimal Portfolio Selection 13 We can solve the optimization problem to compute the following useful formulas: . The minimum variance portfolio of risky assets D, E is given by the following formula: Wan (D) = 73 - Cov(rD ,TE) 7 + 173 - 2Cov(r, , ) : Wan (E) = 1 - Wan (D) . The optimal portfolio for an investor with a risk aversion parameter, A, is given by this formula: WD = E(rD) - E(re) + 0.01A[2 E - Cov(rD, TE) ] 0.01A[02 E + 02D - Cov(rD, TE)