Can you please help me with a (3 asset) portfolio's standard deviation and VaR calculations?

I have the following rates of return given for three companies on these dates:
Date Company A Company B Company C
31.01.2014 -0,83% 2,73% -1,88%
30.12.2013 1,55% -0,77% 6,35%
29.11.2013 -1,15% -0,02% -3,37%
Mean return -0,14% 0,65% 0,36%
variance 0,02% 0,03% 0,27%
std dev 1,47% 1,84% 5,23%

The mean return, variance and standard deviation are based on own calculations, so if there are any mistakes, please let me know.

I am totally stuck as to how to calculate the portfolio variance, standard deviation, covariance and correlation. (a portfolio being composed of those three stocks, no weights are given)
In addition to that, I also do not know how to proceed with the calculation of the value-at-risk for a portfolio consisting of these three stocks.

I already want to express my gratitude towards my saviour!