PR Summary

The link is not modified by Sphinx and just goes to ../CODE_OF_CONDUCT.md, which doesn't exist in the Sphinx docs.

I already directly patched this on the docs repo after building 3.4.0 docs.

PR Checklist

• [n/a] Has pytest style unit tests (and pytest passes).
• [n/a] Is Flake 8 compliant (run flake8 on changed files to check).
• [n/a] New features are documented, with examples if plot related.
• Documentation is sphinx and numpydoc compliant (the docs should build without error).
• Conforms to Matplotlib style conventions (install flake8-docstrings and run flake8 --docstring-convention=all).
• [n/a] New features have an entry in doc/users/next_whats_new/ (follow instructions in README.rst there).
• [n/a] API changes documented in doc/api/next_api_changes/ (follow instructions in README.rst there).