fixed linalg bug

Author: robertmartin8

cookbook/2-Mean-Variance-Optimisation.ipynb

@@ -2481,7 +2481,7 @@
     "n_samples = 10000\n",
     "w = np.random.dirichlet(np.ones(len(mu)), n_samples)\n",
     "rets = w.dot(mu)\n",
-    "stds = np.sqrt(np.diag(w @ S @ w.T))\n",
+    "stds = np.sqrt((w.T * (S @ w.T)).sum(axis=0))\n",
     "sharpes = rets / stds\n",
     "\n",
     "print(\"Sample portfolio returns:\", rets)\n",