R help - May 2011 - maximize portfolio return under risk target

Hello,

I'm trying to build a simple example to maximize the return on a portfolio
with
a risk target (12%) and long  positions only (0 <= weights <=1).
I've read all the previous posts on fPortfolio and PortfolioAnalytics but I 
cannot find anything simple.
Could you please help me? My code currently looks like this:


library(fPortfolio)
library(PortfolioAnalytics)
TargetRisk<-0.12 #my target risk = sd
## return data 
Data <- SMALLCAP.RET
Data <- Data[, c("BKE", "GG", "GYMB",
"KRON")]



Regards
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