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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 up_down_capture(returns, factor_returns, **kwargs):
 """ Computes the ratio of up_capture to down_capture. 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 ------- up_down_capture : float the updown capture ratio """

    return (up_capture(returns, factor_returns, **kwargs) /
            down_capture(returns, factor_returns, **kwargs))