def mvw_standard(prices, 
                 weight_bounds=(0.,1.),
                 rf = 0.,
                 options = None):
    """
    Calculates the mean-variance weights given a DataFrame of returns.
    Wraps mean_var_weights with standard covariance calculation method

    Args:
        * prices (DataFrame): Prices for multiple securities.
        * weight_bounds ((low, high)): Weigh limits for optimization.
        * rf (float): `Risk-free rate <https://www.investopedia.com/terms/r/risk-freerate.asp>`_ used in utility calculation
        * options (dict): options for minimizing, e.g. {'maxiter': 10000 }

    Returns:
        Series {col_name: weight}
    """
    r = prices.to_returns().dropna()    
    covar = r.cov()
    return covar