From bb50cc5896f9401d5d0e04b063e9aa3e73c6b422 Mon Sep 17 00:00:00 2001
From: Nicholas Williams <nchlswllms@gmail.com>
Date: Mon, 15 Mar 2021 21:18:37 +0000
Subject: [PATCH] correct typo

---
 src/Chapter4.tex | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/src/Chapter4.tex b/src/Chapter4.tex
index 0dcc3a0..88f67e4 100644
--- a/src/Chapter4.tex
+++ b/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*}