diff --git a/week1/week_1.ipynb b/week1/week_1.ipynb
index 7ff8d89..0fa6567 100644
--- a/week1/week_1.ipynb
+++ b/week1/week_1.ipynb
@@ -418,7 +418,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 66,
+   "execution_count": null,
    "id": "b78e2858",
    "metadata": {},
    "outputs": [
@@ -459,13 +459,10 @@
     "    settle = datetime.strptime(settle_date_str, '%d-%m-%Y') \n",
     "    maturity = datetime.strptime(maturity_date_str, '%d-%m-%Y')\n",
     "    time_delta = maturity - settle\n",
-    "    # Use 365.25 for a more accurate average year length\n",
     "    T = time_delta.days / 365.25 \n",
-    "    # Periods (N) must be the ceiling of T * freq, where freq=1 here\n",
     "    periods = int(np.ceil(T * freq)) \n",
     "    return T, periods\n",
     "\n",
-    "# Get the Time to Maturity (T) and the number of periods (N) for each bond\n",
     "T_list = []\n",
     "N_list = []\n",
     "for mat_date in maturities:\n",
@@ -473,56 +470,32 @@
     "    T_list.append(T)\n",
     "    N_list.append(N)\n",
     "\n",
-    "# 1. Calculate Durations and Convexities for the three bonds\n",
     "mac_durations = []\n",
-    "modified_durations = []\n",
-    "per_durations = []\n",
     "convexities = []\n",
     "\n",
     "for y, r, N in zip(yields, coupon_rates, N_list):\n",
     "    dur = calculate_macualy_duration(y, face_value, r, N, freq)\n",
-    "    dur_mod = calculate_modified_duration(dur, y)\n",
-    "    dur_per = calculate_periodic_duration(dur, freq)\n",
     "    conv = calculate_convexity(y, face_value, r, N, freq)\n",
     "    mac_durations.append(dur)\n",
-    "    modified_durations.append(dur_per)\n",
-    "    per_durations.append(dur_per)\n",
     "    convexities.append(conv)\n",
     "\n",
     "\n",
     "mac_durations = np.array(mac_durations)\n",
-    "modified_durations = np.array(modified_durations)\n",
-    "per_durations = np.array(per_durations)\n",
     "convexities = np.array(convexities)\n",
     "\n",
-    "# 2. Define the Coefficient Matrix (A) and the Target Vector (b)\n",
-    "A = np.vstack([durations, convexities, np.ones(3)])\n",
+    "A = np.vstack([mac_durations, convexities, np.ones(3)])\n",
     "b = np.array([10, 160, 1])\n",
     "\n",
-    "# 3. Solve the Linear System (weights = A\\b)\n",
     "weights = np.linalg.solve(A, b)\n",
     "\n",
     "# 4. Print Results\n",
-    "print(\"--- Bond Portfolio Immunization ---\")\n",
-    "print(f\"Settle Date: {settles}\")\n",
-    "print(f\"Maturity Dates: {maturities}\")\n",
-    "print(f\"Calculated Periods (N): {N_list}\")\n",
-    "print(f\"Calculated Durations: {durations.round(4)}\")\n",
-    "print(f\"Calculated Convexities: {convexities.round(4)}\")\n",
+    "print(f\"Durations: {mac_durations.round(4)}\")\n",
+    "print(f\"Convexities: {convexities.round(4)}\")\n",
     "print(\"\\nCoefficient Matrix (A):\")\n",
     "print(A.round(4))\n",
-    "print(\"\\n--- Solution ---\")\n",
-    "print(f\"The Required Weights are:\\n{weights.round(4)}\")\n",
-    "print(f\"Verification (A @ weights): {(A @ weights).round(4)}\")"
+    "print(\"\\nSolution\")\n",
+    "print(f\"Weights:\\n{weights.round(4)}\")"
    ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "e02704c5",
-   "metadata": {},
-   "outputs": [],
-   "source": []
   }
  ],
  "metadata": {