Minimum variance portfolio...

[Tater10]

I can't figure out the minimum variance of situations like this:

Security A Standard Deviation 14%/year.
Security B Standard Deviation 8%/year.
Security C Standard Deviation 10%/year.

Correlation coeff between A&B = .4
Correlation coeff between A&C = .25
Correlation coeff between B&C = .2

What % of each security do you own to have the lowest standard deviation portfolio? Also, what if I could only be long securities (have weights greater than 1)?

I can figure out the total variance of the portfolio given % of each security. I'm hoping there is a general way to do this, as I've never been a calculus freak.

Thanks in advance...