I need to calculate the component VaR with this data using the norm$\_$weight for the portfolio weight and the return series for the returns of each security. This is a sample $($dummy$)$ data so it only contains return$\_0$ to return$\_6.$ the real dataset will contain return$\_0$ to return$\_255.$ The component VaR is defined as:

dollar component VaR $($$VaR $)=$ NZ$\backslash$alpha $\backslash$sigma $=$ sum of i$=1$ NZ$\backslash$alpha wi$($cov$\_$matrix w$/\backslash$sigma $)$ where NZ is the normal distribution and Z score and alpha is at $97\mathrm{.}5$ level, w is the weight, i is at ith security. sigma is the volatility.

please give the solution in Python. Thank you$\backslash$table$[[$Product$,$Month,Price,$\backslash$table$[[$Quantity ollar$]],$Valu,Daily$\_$Vol,Total$\_$Value,Norm$\_$Weight,return$\_0,$return$\_1,$return$\_2,$return$\_3,$return$\_4,$return$\_5,$return$\_6,$index$\_$col,product$\_$type,date$],[$C$,2023-12,23,10,150,0\mathrm{.}12,1478000,0\mathrm{.}219891746,-0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,,65$TC$\_$C Dec $23,$cape,$2023-12],[$C$,2023-01,24,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}1,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$C Jan $23,$cape,$2023-01],[$C$,2023-02,25,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$C Feb $23,$cape,$2023-02],[$C$,2023-03,26,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$C Mar $23,$cape,$2023-03],[$C$,2023-04,26,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$CApr $23,$cape,$2023-04],[$C$,2023-05,26,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$C May $23,$cape,$2023-05],[$C$,2023-06,26,0,0,0\mathrm{.}12,1478000,0,0\mathrm{.}2,0\mathrm{.}3,0\mathrm{.}4,0\mathrm{.}5,0\mathrm{.}5,0\mathrm{.}6,0\mathrm{.}6,65$TC$\_$C Jun $23,$cape,$2023-06$