diff --git a/notebooks/05/markowitz_portfolio.ipynb b/notebooks/05/markowitz_portfolio.ipynb
index e1bd9d92..d8a9b328 100644
--- a/notebooks/05/markowitz_portfolio.ipynb
+++ b/notebooks/05/markowitz_portfolio.ipynb
@@ -149,7 +149,7 @@
    "id": "5f6de49c",
    "metadata": {},
    "source": [
-    "We now calculate the optimal investment strategy for a portfolio with $n=3$ assets, with expected returns $\\mu = (1.2, 1.1, 1.3)$ and a predefined covariance matrix. We set the risk parameter $\\gamma$ to $q$ and the risk-free return rate $R$ to $1.01$."
+    "We now calculate the optimal investment strategy for a portfolio with $n=3$ assets, with expected returns $\\mu = (1.2, 1.1, 1.3)$ and a predefined covariance matrix. We set the risk parameter $\\gamma$ to $1$ and the risk-free return rate $R$ to $1.01$."
    ]
   },
   {