Submit a clean and compiled Jupyter Notebook with a mix of code, descriptive markup cells, and graphical output. You should employ various markup codes including headers, bold, and italics. You may include more including equations. All graphs must have axis labels, title, and tick labels must be legible. If you show multiple lines on a graph, you must have a legend.

Choose one etf/bond representing the broad equity market and one bond etf/fund. Get daily adjusted close prices for your securities going back atleast 4.5 years. Calculate returns for each security as well as rolling correlation (risk for an even split portfolio) to argue if this traditional split is still relevant. You should address if stocks and bonds are still negatively correlated and if bond returns justify their inclusion in a portfolio to such a large stake. You should also reference the Sharpe Ratio which combines both of these concepts.

Note: use pandas package, import data from yahoo finance