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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def get_min_risk(self, weights, cov_matrix):
 """ Minimizes the variance of a portfolio. """


        def func(weights):
            """The objective function that minimizes variance."""
            return np.matmul(np.matmul(weights.transpose(), cov_matrix), weights)

        def func_deriv(weights):
            """The derivative of the objective function."""
            return (
                np.matmul(weights.transpose(), cov_matrix.transpose()) +
                np.matmul(weights.transpose(), cov_matrix)
            )

        constraints = ({'type': 'eq', 'fun': lambda weights: (weights.sum() - 1)})
        solution = self.solve_minimize(func, weights, constraints, func_deriv=func_deriv)
        # NOTE: `min_risk` is unused, but may be helpful later.
        # min_risk = solution.fun
        allocation = solution.x

        return allocation