diff --git a/applications/finance/portfolio_optimization/portfolio_optimization.ipynb b/applications/finance/portfolio_optimization/portfolio_optimization.ipynb
index 75687a310..bfb67fc25 100644
--- a/applications/finance/portfolio_optimization/portfolio_optimization.ipynb
+++ b/applications/finance/portfolio_optimization/portfolio_optimization.ipynb
@@ -579,7 +579,8 @@
    "id": "71ac0d67",
    "metadata": {},
    "source": [
-    "We can see that most of the solutions obtained by running QAOA are close to the minimal solution obtained classically, demonstrating the effectiveness of the algorithm. Also, note the non-trivial solution which includes a non-zero weight for the asset with negative expected return, demonstrating that it sometimes makes sense to include such assets in the portfolio as a risk-mitigation strategy - especially if they are highly anti-correlated with the rest of the assets."
+    "We can see that most of the solutions obtained by running QAOA are close to the minimal solution obtained classically, demonstrating the effectiveness of the algorithm. Also, note the non-trivial solution which includes a non-zero weight for the asset with negative expected return, demonstrating that it sometimes makes sense to include such assets in the portfolio as a risk-mitigation strategy - especially if they are highly anti-correlated with the rest of the assets.\n",
+    "Random change"
    ]
   },
   {