diff --git a/gamestonk_terminal/portfolio_optimization/optimizer_helper.py b/gamestonk_terminal/portfolio_optimization/optimizer_helper.py
index 19f9057bd76..f88ad80463c 100644
--- a/gamestonk_terminal/portfolio_optimization/optimizer_helper.py
+++ b/gamestonk_terminal/portfolio_optimization/optimizer_helper.py
@@ -13,7 +13,7 @@ from pypfopt import risk_models
 from pypfopt import expected_returns
 from gamestonk_terminal.config_plot import PLOT_DPI
 from gamestonk_terminal import feature_flags as gtff
-from gamestonk_terminal.helper_funcs import plot_autoscale, parse_known_args_and_warn
+from gamestonk_terminal.helper_funcs import plot_autoscale
 
 l_valid_property_infos = [
     "previousClose",
diff --git a/gamestonk_terminal/portfolio_optimization/optimizer_view.py b/gamestonk_terminal/portfolio_optimization/optimizer_view.py
index 4f7170e1fd8..92ee5417fb9 100644
--- a/gamestonk_terminal/portfolio_optimization/optimizer_view.py
+++ b/gamestonk_terminal/portfolio_optimization/optimizer_view.py
@@ -232,7 +232,6 @@ def ef_portfolio(stocks: List[str], port_type: str, other_args: List[str]):
         "efficient_risk": """Maximise return for a target risk. The resulting portfolio will have
         a volatility less than the target (but not guaranteed to be equal).""",
         "efficient_return": "Calculate the 'Markowitz portfolio', minimising volatility for a given target return.",
-        "max_quadratic_utility": "Maximise the given quadratic utility, i.e: max_w w^T \mu - \frac \delta 2 w^T \Sigma w",
     }
 
     parser = argparse.ArgumentParser(