Mean Variance Optimal Portfolio

No, its not homework. Just have been trying to practice few of my R and Python work into Julia. So here what I have tried on Julia:
gamma=4,
n=length[:,1:end]
mu=mean(r[:,1:end])
sigma=r[:,1:end]
onematrix=ones(n)
numer1=transpose(onematrix).*inv(sigma))
numer2=numer1.*mu-gamma
denominator=numer1.*onematrix
numer3=numer2.*inv(denominator))
result=mu-numer3
weight=(1.0/gamma)*inv(sigma)*result
println( weight)