You have $1000 to invest in three stocks. Let R₁ be the random variable representing the annual return on $1 invested in stock i. For example, if R_i = 0.12, then $1 invested in stock i at the beginning of a year is worth $1.12 at the end of the year. The means are E(R₁) = 0.14, E(R₂) = 0.11, and E(R₃) = 0.10. The variances are Var R₁ = 0.20, Var R₂ = 0.08, and Var R₃ = 0.18. The correlations are r₁₂ = 0.8, r₁₃ = 0.7, and r₂₃ = 0.9. Determine the minimum-variance portfolio that attains an expected annual return of at least 0.12.

If you would be so courteous to do this in excel and show the spreadsheet that would be very helpful thank you!