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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 print_portfolio_info(returns, avg_rets, weights):
 """ Print information on expected portfolio performance. """

    ret = (weights * avg_rets).sum()
    std = (weights * returns).sum(1).std()
    sharpe = ret / std
    print("Optimal weights:\n{}\n".format(weights))
    print("Expected return:   {}".format(ret))
    print("Expected variance: {}".format(std**2))
    print("Expected Sharpe:   {}".format(sharpe))