Erro ao importar excel e html

Estava importando o conteúdo da aula 2 do curso, que tem os seguintes códigos:

df_xlsx = pd.read_excel('dados/aluguel.xlsx')
df_xlsx

Porém acontece um erro:

---------------------------------------------------------------------------
ModuleNotFoundError                       Traceback (most recent call last)
~\anaconda3\envs\alura_pandas\lib\site-packages\pandas\io\excel.py in __init__(self, io, **kwds)
    260         try:
--> 261             import xlrd
    262         except ImportError:

ModuleNotFoundError: No module named 'xlrd'

During handling of the above exception, another exception occurred:

ImportError                               Traceback (most recent call last)
<ipython-input-18-9c7a007bdf8c> in <module>
----> 1 df = pd.read_excel('dados/aluguel.xlsx')

~\anaconda3\envs\alura_pandas\lib\site-packages\pandas\util\_decorators.py in wrapper(*args, **kwargs)
    116                 else:
    117                     kwargs[new_arg_name] = new_arg_value
--> 118             return func(*args, **kwargs)
    119         return wrapper
    120     return _deprecate_kwarg

~\anaconda3\envs\alura_pandas\lib\site-packages\pandas\io\excel.py in read_excel(io, sheet_name, header, skiprows, skip_footer, index_col, names, usecols, parse_dates, date_parser, na_values, thousands, convert_float, converters, dtype, true_values, false_values, engine, squeeze, **kwds)
    228 
    229     if not isinstance(io, ExcelFile):
--> 230         io = ExcelFile(io, engine=engine)
    231 
    232     return io._parse_excel(

~\anaconda3\envs\alura_pandas\lib\site-packages\pandas\io\excel.py in __init__(self, io, **kwds)
    261             import xlrd
    262         except ImportError:
--> 263             raise ImportError(err_msg)
    264         else:
    265             ver = tuple(map(int, xlrd.__VERSION__.split(".")[:2]))

ImportError: Install xlrd >= 0.9.0 for Excel support

Os outros arquivos foram importados com sucesso (json, txt).