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

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 Xaxis, returns on the y-axis. 5) Create a time series plot of the value of 31D!) invested at the beginning of the rst month