Matrix Algebra, Decomposition, Linear Equation, System Of Equations, Constrained Optimization.
constraints that are to be satisfied at all times. i. With every 2 units of asset a , 1 unit of asset b and 2 units of asset c invested, the net long position should be equal to 4 ii. With every 1 unit of asset a, 3 units of asset b, and 2 units of asset c invested, the net position must be long 5