L3B, Sharpe Ratio: the displayed formula uses denominator σ_p, while the accompanying variable description calls it the “standard deviation of the portfolio’s excess return.” This deck preserves the displayed formula and the source’s wording; it does not silently substitute a different definition.
L3B image, Screenshot 2026-08-28 at 6.44.07 PM.png, Scenario 2: displayed percent allocations are 0.1, 0.2, 0.6, 0.1, 0.1 (sum 1.1), while the total row says 1. The displayed investments (3,000 + 11,000 + 30,000 + 3,000 + 3,000 = 50,000) imply different weights. Scenario 2 is excluded from cards. Scenario 1 is internally consistent and included.
L1, Stocks: the note lists “less risk” as a benefit without stating the comparison baseline. No card asserts that stocks are generally low-risk or less risky than another instrument.
L1, Forex: “long period shorting allowed” is grammatically ambiguous. It remains only in the inventory’s source list and is not expanded or reinterpreted in a card.