What are steps to find the weights of the minimum variance portfolio using the returns of 3 stocks and fama french 3 factor data?

Consider the following information for the monthly stock return of three assets (download the attached excel file). You also have the monthly factor information for Fama and French 3 Factor Model. Assume short-sell is not allowed in your investment. Upload an Excel file with the following information. 1) Wealth allocation to each asset to achieve the MVP. 2) Wealth allocation to each asset to achieve the tangent portfolio. 3) Beta (i.e., sensitivity) to each factor of the FF3 model. 4) Beta (i.e., sensitivity) of the CAPM model. 5) Systematic and Idiosyncratic risk of the MVP and tangent portfolio. Information xsx Consider the following information for the monthly stock return of three assets (download the attached excel file). You also have the monthly factor information for Fama and French 3 Factor Model. Assume short-sell is not allowed in your investment. Upload an Excel file with the following information. 1) Wealth allocation to each asset to achieve the MVP. 2) Wealth allocation to each asset to achieve the tangent portfolio. 3) Beta (i.e., sensitivity) to each factor of the FF3 model. 4) Beta (i.e., sensitivity) of the CAPM model. 5) Systematic and Idiosyncratic risk of the MVP and tangent portfolio. Information xsx