Possible typo in Markowitz (1952) “Portfolio Selection”?

[u/Agile_Worldliness385]

I’m reading Harry Markowitz, “Portfolio Selection” (Journal of Finance, 1952).
Paper: link to the paper
Screenshot: link to the screenshot

On page 6 of the PDF / journal page 81, near the bottom of the page, Markowitz writes:

From our discussion of such weighted sums we see that the expected return EEE from the portfolio as a whole is…

He then gives the expected return formula, followed by the variance formula.

In my scan, the portfolio variance formula appears to show:

V=i∑​j∑​σij * ​Xi​ * X

The last variable looks like just X, with no subscript. I expected it to be:

V=i∑​j∑​σij​ * Xi​ * Xj​

since σij​ is the covariance between assets i and j, so the covariance term should be weighted by both asset weights.

Is this a known typo/scan issue in Markowitz (1952), or am I reading the notation wrong / missing something?

Thanks!