University of Waterloo

CO 372

Handed out: 2017-Jan-26. 1. In Matlab, solve the Eva problem. Obtain the matrix R from the le ps2_R.mat from the course website; download it and save it in whatever folder Matlab is running in, and load it by typing load ps2_R at the prompt in the Matlab command window. This creates a variable called R in the Matlab environment that you can use for subsequent statements. Take rp = 11 (i.e., desired return of 10%). Follow the steps described on pp. 2223. At the end of the procedure, exhibit the vector x. Hand in a copy of the command window that shows each step. Here are some features of Matlab needed for this question: If A is a matrix, then sum(A,1) returns a row vector that is the sum of the rows of A. (Similarly, sum(A,2) returns a column vector that is the sum of the columns of A.) To make an m nmatrix of all 1s, use A=ones(m,n);. This statement generates a row vector if m = 1 or a column vector if n = 1. There is an analogous function for all 0s called zeros. Matrix transposition in Matlab is indicated with an apostrophe symbol: A2 means AT 2. Put trailing s