Question

I need help.
expected return mu_1=.2, mu_2=.13, mu_3=.17
standard deviation returns sigma_1 =.25, sigma_2=.28 , sigma_3=.2
correlation p_12=.3 , p_2=0 , p_3= .15. I need to find the minimum variance portfolio which equals wCw^t where w are the weights C is the matric (3x3) and t is transpose.