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brew upgrade && brew update
brew install pyenv
pyenv install 3.8.5
pyenv global 3.8.5

Add this to your ~/.zshrc file

if command -v pyenv 1>/dev/null 2>&1; then
  eval "$(pyenv init -)"
fi

source ~/.zshrc

Check your install

# Python 3.8.5
python -V

# .../.pyenv/shims/python
which python