correct typo

Author: nchlswllms

src/Chapter4.tex

@@ -125,10 +125,10 @@
  \end{align*}
  so that investor A will prefer portfolio 2. On the other hand, investor B while refer the portfolio with maximum $\alpha_{P}-\lambda_{R}\cdot\omega_{P}^{2}$. We have
  \begin{align*}
-  \alpha{1}-\lambda_{R}\cdot\omega_{1}^{2} &= 4\% - 0.075 \times 2.975^{2} \% \\
+  \alpha_{1}-\lambda_{R}\cdot\omega_{1}^{2} &= 4\% - 0.075 \times 2.975^{2} \% \\
 				       &= 4\% - 0.65\% \\
 				       &= 3.35\%\\
-  \alpha{2}-\lambda_{R}\cdot\omega_{2}^{2} &= 10\% - 0.075 \times 15^{2} \% \\
+  \alpha_{2}-\lambda_{R}\cdot\omega_{2}^{2} &= 10\% - 0.075 \times 15^{2} \% \\
 				       &= 10\% - 16.88\% \\
 				       &= -6.88\%
  \end{align*}