MultiIndex.from_product throws on read-only array
#### Code Sample, a copy-pastable example if possible

```python
import numpy as np
import pandas as pd
a = np.array(range(3))
b = ['a', 'b']
# Succeeds, as expected
pd.MultiIndex.from_product([a, b]) 
a.setflags(write=False)
# Raises a ValueError with "buffer source array is read-only"
pd.MultiIndex.from_product([a, b]) 
```
#### Problem description

Nothing in the MultiIndex.from_product documentation suggests the inputs need to be mutable.  Moreover, it is surprising that the arguments are being mutated.

#### Expected Output

Not raising.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.1.17-pv-ts1
machine: x86_64
processor: 
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.19.2-ts2
nose: 1.3.7
pip: 9.0.1
setuptools: 27.2.0
Cython: None
numpy: 1.11.3
scipy: 0.18.1
statsmodels: None
xarray: None
IPython: 5.1.0
sphinx: 1.5.1
patsy: None
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.5.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.9.4
boto: None
pandas_datareader: None
</details>
