ValueError Traceback $($most recent call last$)$

Cell In$[2],$ line $43$

$40$ weights $=$ np$.$array$([0\mathrm{.}4,0\mathrm{.}2,0\mathrm{.}4])$

$42$ # Calculate the Parametric VaR

$--->43$ var$\_99=$ parametric$\_$var$($weights$,$ returns$\_$data, confidence$\_$level$=0\mathrm{.}99)$

$44$ print$($f$"$Parametric VaR at $99\%$ confidence level: $\{$var$\_99$:$\mathrm{.}2\%\}")$

Cell In$[2],$ line $18,$ in parametric$\_$var$($weights$,$ returns$\_$data, confidence$\_$level$)$

$6"""$

$7$ Calculate the Parametric Value at Risk $($VaR$)$ for a portfolio.

$8$

$(...)$

$15-$ float: The Parametric VaR of the portfolio.

$16"""$

$17$ # Calculate the portfolio's mean return and covariance matrix

$--->18$ portfolio$\_$mean$\_$return $=$ np$.$dot$($weights$,$ returns$\_$data.mean$())$

$19$ portfolio$\_$covariance$\_$matrix $=$ returns$\_$data.cov$()$

$21$ # Calculate the portfolio standard deviation

ValueError: shapes $(3,)$ and $(0,)$ not aligned: $3($dim $0)!=0($dim $0)$