Possible to write XML to memory with XmlWriter?

I am creating an ASHX that returns XML however it expects a path when I do

XmlWriter writer = XmlWriter.Create(returnXML, settings)

But returnXML is just an empty string right now (guess that won't work), however I need to write the XML to something that I can then send as the response text. I tried XmlDocument but it gave me an error expecting a string. What am I missing here?