Please use pycharm to programming

Pick 5 stocks and download their daily prices from 01/01/2010 to 12/31/2022. Calculate their daily returns.

Use ^IRX symbol in Yahoo Finance to get the risk-free rates for the given time period. The returns here are annualized, we have to convert them to daily returns. Follow the instructions below to compute daily T-bill returns.

Compute excess returns on all five picked stocks (Excess returns is the difference between stock returns and the risk-free rates)

Now consider a strategy in which you allocate 20% of your portfolio to each stock if its lagged price is above its 200-day moving average. If below, that 20% gets allocated to cash. Note that cash earns an excess rate of return of zero.

What are the mean and standard deviation of this portfolio?

Compare these statistics to the strategy that always puts 20% in each of the five stocks.

Plot a figure that shows the cumulative performance of both strategies.