Management Science- Optimization Method

Finish it by matrix but not in Excel

Consider three assets A, B and C with expected returns (Ma, Mg, Mc )=(0.06, 0.09, 0.12), and return sd (OA, OB, Oc)=(0.2, 0.3, 0.4) with PAB = PAc = Pec=0.4. Determine the minimum-risk portfolio having an expected return of 10% and calculate its return sd. Consider three assets A, B and C with expected returns (Ma, Mg, Mc )=(0.06, 0.09, 0.12), and return sd (OA, OB, Oc)=(0.2, 0.3, 0.4) with PAB = PAc = Pec=0.4. Determine the minimum-risk portfolio having an expected return of 10% and calculate its return sd