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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 capture(returns, factor_returns, period=DAILY):
 """ Compute capture ratio. Parameters returns : pd.Series or np.ndarray Returns of the strategy, noncumulative. - See full explanation in :func:`~empyrical.stats.cum_returns`. factor_returns : pd.Series or np.ndarray Noncumulative returns of the factor to which beta is computed. Usually a benchmark such as the market. - This is in the same style as returns. period : str, optional Defines the periodicity of the 'returns' data for purposes of annualizing. Value ignored if `annualization` parameter is specified. Defaults are:: 'monthly':12 'weekly': 52 'daily': 252 Returns ------- capture_ratio : float Note ---- See http://www.investopedia.com/terms/u/up-market-capture-ratio.asp for details. """

    return (annual_return(returns, period=period) /
            annual_return(factor_returns, period=period))