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Programming of finance on Jupyter , I need some detailed programming process

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Equal-weighted Portfolio Returns: 1) Load the CRSP monthlyr stock return data. 2) For every month, calculate the return of a portfolio with equal dollar amounts invested in
each stock. Assume montth rehalanoing hack to equal weights. 3) Create summary.r stats describing the returns —means, standard deviations= maximum,
minimums, etc. 4) Create a bar plot of the returns — months on the X—axis, returns on the y-axis. 5) Create a time series plot of the value of 31D!) invested at the beginning of the first month.

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