Get data from Yahoo! Finance for Microsoft, McDonalds, and Johnson & Johnson for 2016-2021 and save them to .csv files.Then, give codes for a Python program that finds the portfolio weights on the three stocks that maximizes the Sharpe ratio.

1. Calculate the log returns for each stock.
2. Calculate the covariances between each pair of stocks.
3. Use these covariances to create the covariance matrix in Python.

You can use the average return over the time period as the expected return. (This is a silly assumption, but we need to get numbers from somewhere!)

DO NOT forget to attach the CSV Files you worked on!