So, in order to get money in Assassin's Creed 3 you've got to send out caravans (or naval caravans) to ship your goods across the lands and all that Jazz. Well when the game was first explaining this they had me send out a single caravan to an area just as demonstration. However, now this Caravan is apparently under attack and has been for quite some time. The menu has no options or anything of the sort to give me ways to deal with this, and the caravan just sits there in the menu being completely useless. What do I need to do with this caravan in order to get it out of its "attacked" state and usable again?
Caravans under attack are always located in the Frontier. Head there and you'll see a shield icon on the map - that's your caravan:
Get there, help fend off the Redcoats, and you're good.
When your convoy is attacked you have about six or so minutes to get to it after that it will disappear as it has been destroyed.
I think you only defend your convey in the frontier but I can't be sure (edit: I looked up and I guess I was right.) Anyway, I think you have run into a glitch that disables your convoy. It says that it is being attacked however it is nowhere to be found in the frontier.
As of 12/29/12 there is no known fix for this glitch and we will have to wait for a patch from Ubisoft. I have run into this glitch and it is pain as it can potentially cut a 1/3 out of your income.