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...a = data[(s[1]):(s[1]+59),] for (j in 2:6) { a = data[(s[j]):(s[j]+59),] bsdata = rbind(bsdata,a) }return(bsdata)} #set.seed(1234)#trial<-GetBSData(OriData) ##############################the Minimisation functionOpt<-function(data, horizon, col, lamda){TbillReturn<-numeric(30/horizon)USReturn<-numeric(30/horizon)for (x in 1: (30/horizon)){ TbillReturn[x]<-prod(data[(12*horizon*(x-1)+1):(12*horizon*(x-1)+12*horizon),col])-1 USReturn[x]<-prod(data[(12*horizon*(x-1)+1):(12*horizon*(x-1)+12*horizon),2])-1}Return<-cbind(TbillReturn,USReturn)MeanVec<-c(mean(TbillReturn),mean(US...