If I have three asset classes and their historical weekly returns for five years, how can I construct a minimum variance portfolio and an efficient frontier plot with Excel? To do that do I have to assume the return is normally distributed?
Update: there's a host of tutorials to plot the frontier for two assets as long as I have a table of say 10 possible weights of one asset. But with three assets or more plotting would be challenging as I have to come up with a much bigger table for the combination of the weights of these assets. As such I was wondering if there is some kind of simulation algorithm or any techniques to make it easier.