hi please i need help with this Quantitive Finance problem. My seven stocks are Amazon, Tesla, Microsoft, Walmart, Goldman Sachs, Home Depot and Mcdonalds. Should be pulled from yfinance into python.

against the S\&P500 (SPY), Russell 2000 (IWM), and the Dow Jones Industrial Average (DIA). Requirements: 1. Create a table showing constituent (stocks) risk analysis in the equal-weight portfolio analysis as of the current date. a. Column 1 - Ticker b. Column 2 - Portfolio Weight (equally weighted) c. Column 3 - Annualized Volatility (using trailing 3-months) d. Column 4 - Beta against SPY (using trailing 12 -months) c. Column 5 - Beta against IWM (using trailing 12-months) f. Column 6 - Beta against DIA (using trailing 12-months g. Column 7 - Average Weekly Drawdown (52-week Low minus 52-week High) / 52-week High h. Column 8-Maximum Weekly Drawdown (52-week Low minus 52-week High) / 52-week High i. Column 9 - Total Return (using trailing 10-years) j. Column 10 - Annualized Total Retum (using trailing 10-years) 2. Create a table showing Portfolio Risk against the three ETFs: a. Column 1 - ETF Ticker b. Column 2 - Correlation against ETF c. Column 3 - Covariance of Portfolio against ETF d. Column 4 - Tracking Errors (using trailing 10-years) c. Column 5-Sharpe Ratio (using current risk-free rate) f. Column 6 - Annualized Volatility (252 days) Spread (Portfolio Volatility - ETF Volatility) 3. Create a correlation matrix showing the correlations between the equal-weighted portfolio, 3 ETFs, and your 7 stocks