Primary Objective: complete all the steps below and return the risk analysis of your seven (7) stock portfolio 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) . Column 5 - Beta against IWM (using trailing 12-months) f. Column 6 - Beta against DIA (using trailing 12-months . 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) Column 10 - Annualized Total Return (using trailing 10-years) 2. Create a table showing Portfolio Risk against the three ETFs: . 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) e. 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. 4. Output these two tables and the matrix into a PDF file. You must submit both your Python code file and your PDF output file