diff --git a/openbb_terminal/portfolio/portfolio_controller.py b/openbb_terminal/portfolio/portfolio_controller.py
index 6a4c77d73019..69b6d21bebd1 100644
--- a/openbb_terminal/portfolio/portfolio_controller.py
+++ b/openbb_terminal/portfolio/portfolio_controller.py
@@ -341,7 +341,8 @@ def call_load(self, other_args: List[str]):
             self.portfolio.generate_portfolio_data()
 
             # Add in the Risk-free rate
-            self.portfolio.set_risk_free_rate(ns_parser.risk_free_rate)
+            self.portfolio.set_risk_free_rate(ns_parser.risk_free_rate / 100)
+            self.risk_free_rate = ns_parser.risk_free_rate / 100
 
             # Load benchmark
             self.call_bench(["-b", "SPDR S&P 500 ETF Trust (SPY)"])
@@ -350,7 +351,7 @@ def call_load(self, other_args: List[str]):
                 f"\n[bold][param]Portfolio:[/param][/bold] {self.portfolio_name}"
             )
             console.print(
-                f"[bold][param]Risk Free Rate:[/param][/bold] {self.portfolio.risk_free_rate}"
+                f"[bold][param]Risk Free Rate:[/param][/bold] {self.risk_free_rate:.2%}"
             )
             console.print(
                 f"[bold][param]Benchmark:[/param][/bold] {self.benchmark_name}\n"
@@ -371,12 +372,13 @@ def call_show(self, other_args: List[str]):
             export_allowed=EXPORT_BOTH_RAW_DATA_AND_FIGURES,
             limit=10,
         )
-        portfolio_view.display_orderbook(
-            self.portfolio,
-            show_index=False,
-            limit=ns_parser.limit,
-            export=ns_parser.export,
-        )
+        if ns_parser and self.portfolio is not None:
+            portfolio_view.display_orderbook(
+                self.portfolio,
+                show_index=False,
+                limit=ns_parser.limit,
+                export=ns_parser.export,
+            )
 
     @log_start_end(log=logger)
     def call_bench(self, other_args: List[str]):
@@ -1025,7 +1027,7 @@ def call_rsharpe(self, other_args: List[str]):
                 portfolio_view.display_rolling_sharpe(
                     self.portfolio,
                     window=ns_parser.period,
-                    risk_free_rate=ns_parser.risk_free_rate,
+                    risk_free_rate=ns_parser.risk_free_rate / 100,
                     export=ns_parser.export,
                 )
 
@@ -1065,9 +1067,9 @@ def call_rsort(self, other_args: List[str]):
                 self.portfolio_name, self.benchmark_name
             ):
                 portfolio_view.display_rolling_sortino(
-                    portfolio=self.portfolio.benchmark_returns,
+                    portfolio=self.portfolio,
                     window=ns_parser.period,
-                    risk_free_rate=ns_parser.risk_free_rate,
+                    risk_free_rate=ns_parser.risk_free_rate / 100,
                     export=ns_parser.export,
                 )
 
diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
index 9ac6fcda70c5..604f214180e1 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
@@ -1620,8 +1620,6 @@ def get_ef(
         method=method,
     )
 
-    risk_free_rate = risk_free_rate / time_factor[freq.upper()]
-
     # Building the portfolio object
     port = rp.Portfolio(returns=stock_returns, alpha=alpha)
 
diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_view.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_view.py
index 7b0ff7d8ff71..f2fdd9b27bcf 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_view.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_view.py
@@ -2204,6 +2204,8 @@ def display_ef(
         Whether to plot the tickers for the assets
     """
 
+    risk_free_rate = risk_free_rate / time_factor[freq.upper()]
+
     frontier, mu, cov, stock_returns, weights, X1, Y1, port = optimizer_model.get_ef(
         symbols,
         interval,