Update asset_pricing_lph.md (#160)

Corrected equation 35.5 (eq:EMRS) by removing the extra E(m) dividing the standard-deviation.

Author: ruiagmsousa

lectures/asset_pricing_lph.md

@@ -304,7 +304,7 @@ Let's apply that idea to deduce
 
 
 $$
-1= E\left(m R^{i}\right)=E(m) E\left(R^{i}\right)+\rho_{m, R^{i}}\frac{\sigma(m)}{E(m)} \sigma\left(R^{i}\right)
+1= E\left(m R^{i}\right)=E(m) E\left(R^{i}\right)+\rho_{m, R^{i}}\sigma(m) \sigma\left(R^{i}\right)
 $$ (eq:EMR5)
 
 where the correlation coefficient $\rho_{m, R^i}$ is   defined as