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...set of data for US t-bill returns and US stock returns frm 1980-2012. I am trying to bootstrap the data and obtain the minimum variance portfolio and repeat this portfolio 1000 times. However I am unable to get the correct code function for the minimum variance portfolio. When I tried to enter Opt(OriData+1, 1, 5, 0), I get "error:subscript out of bounds" Please help! library("quadprog") ##############################Preparing for datarawdata = read.table("C:/Desktop/data.txt", header=T)Rf = rawdata[,1]US = rawdata[,2]data = data.frame(Rf,US)OriData = as.matrix(data) #...