Is there an error in the solution to Exercise 1 in the Asset Pricing with Incomplete Markets lecture?
When I run the code, the function price_optimistic_beliefs() is returning 2 x 2 matrices rather than a two-element vector. Here's the output I'm getting:
p_optimistic
====================
State 0: [1.37 1.58]
State 1: [1.25 1.96]
--------------------
p_hat_a
====================
State 0: [1.37 1.58]
State 1: [1.21 1.84]
--------------------
p_hat_b
====================
State 0: [1.36 1.53]
State 1: [1.25 1.96]
--------------------
Is there an error in the solution to Exercise 1 in the Asset Pricing with Incomplete Markets lecture?
When I run the code, the function
price_optimistic_beliefs()
is returning 2 x 2 matrices rather than a two-element vector. Here's the output I'm getting: