The minimum variance portfolio is defined as the portfolio of risky assets that has the least volatility among all possible portfolios of just the risky assets. This portfolio is the solution to the optimization problem

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In the data sheet in the workbook

Assignment$1.$xlsx

we have set up all the relevant variables $-$ you just have to set up and solve the optimization problem. In particular, you have to set the objective to minimize volatility cell B$22$ with only the portfolio constraint E$18=$G$18.$