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3. Calculate the weights associated with the Minimum Variance Portfolio using formula in footnote i on p. 157 or slide #43 of chapter 6. (You can also use Solver to find the minimum variance portfolio) Label this portfolio on the scatterplot in (2). 4. Taking the average returns for the T-Bills as the risk-free rate, use Excel Solver to find the tangency portfolio (hint: this is the 2-asset portfolio with the highest Sharpe Ratio). Report the weights, and also include this portfolio in your graph with a Capital Allocation Line connecting the risk-free asset with the tangency portfolio