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Unformatted text preview: 15% in England, and the England based f rm (E) has 50% of its operations in England but 30% in Canada and 20% in the U.S. The problem for the investor is to determine the proper amounts to invest in each of these three f rms to achieve his desired investment in the three economies. Write down a matrix equation that represents the problem he has to solve. Let the amounts invested in the three f rms be represented by the column vector: ( C,U,E, ) T Use matrix inversion to solve for the amount that he should invest in each f rm simultaneously. 1...
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- Spring '09