Before revision:  However, the susceptibility, i.e. the sensitivity of the optimal portfolio weights to changes in the returns, diverges at a critical value 2 of the ratio N/T, where N is the number of different assets in the portfolio and T the length of available time series.
After revision:  However, the susceptibility, i.e. the sensitivity of the optimal portfolio weights to changes in the returns, diverges at a critical value r=2.