If possible, can you show how this is done in excel

The fund manager has invested 10 million euros into a bond portfolio which has expected annual return of 13% and expected risk of 8.5% To reduce his overall risk, porfolio manager decided to invest into equity portfolio with expected annual return of 19% and risk 22%. The correlation coefficient between two portfolios is-0.88 a. How much should be invested into a equity portfolio in order to reduce overall risk level to minimum? b. What would be the expected combined return from both portfolios? Portfolio Equity portfolio exp return risk corr coef optimal weight weights