do this in python: Problem $3$: The Effect of Short$-$Selling on the Tangency Portfolio $(34$ points$)$

Objective: In this problem, you will investigate the performance of the tangency portfolio when short$-$selling is not allowed.

Instructions:

Data Collection: Download monthly returns for the Fama$-$French $48$ industry portfolios. Use the period Jan $1970$ to Dec $2022.$

Forming Tangency Portfolios: Using the $48$ industry portfolios, form tangency portfolios every month. Use rolling window estimates of the covariance matrix and expected returns with a $60-$month window. Calculate the Sharpe ratio of the tangency portfolio.

Adjusting the Weights: Now, replace all the negative weights in your portfolios with zeros. Then normalize the other weights so they add up to one. Using three assets as an example, if the tangency weights are $[-0\mathrm{.}2,0\mathrm{.}6,0\mathrm{.}6],$ your portfolio should hold $[0,0\mathrm{.}5,0\mathrm{.}5].$

Calculating Sharpe Ratios: Using weights from the previous step, calculate the monthly time series of returns of the adjusted tangency portfolio. Then, calculate the Sharpe ratio.

Does banning short$-$selling improve the tangency portfolio?