From 7f250f8829125a8ebb1cac54ecebf246aec261cb Mon Sep 17 00:00:00 2001 From: Leon Lan Date: Tue, 7 Nov 2023 07:57:23 +0100 Subject: [PATCH] Typo in 05/markowitz_portfolio --- notebooks/05/markowitz_portfolio.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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 $1.01$." ] }, {