G and h in Tangency portfolio function

[Michshelle]

Hello Christian,

I've been looking at this repo for a while and got confused by the below comment in "def tangency_portfolio", # exp_rets*x >= 1

I'm wondering why it should be the case, as I can only think about the expected return of the portfolio should be larger than risk free rate and it is much smaller than one.

Thanks,

Michelle