R help - Jan 2015 - Using portfolio.optim in tseries (portfolio optimization question)

I apologize if this question is posted in the wrong place. I am using 
portfolio.optim to run an optimization on a stock portfolio. As I 
understand modern portfolio theory, to run a mean-variance optimization 
of the allocation for a portfolio, you must specify an expected return. 
The examples at the bottom of the help page do not provide an expected 
return (pm in the parameter list).

Two questions: a) What kind of portfolio results when no expected return 
is provided? b) Is it possible to do a market portfolio optimization on 
the Sharpe ratio with this function??

Thanks for any help.