[R] fPortfolio constraints

[nguyenBW]

I have a list of 5 stocks consisting of IBM, AXP, XOM, BA, GE. I am able to
solve the optimal portfolio without long only constraints along with group
weight constraints. However, I am not able to add one more constraint
regarding Beta of the portfolio with upper bound of 1.1 and lower bound of
.9. The Beta of each individual stock is in a set of defined data. May
anyone be able to help? Appreciated much.


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