Dear sirs:

When I use your great package 'fPortfolio', I have a question.

The help file about the function portfolioData() describles the 'data'
argument as follows:

a time series or a named list, containing either a series of returns or
named
   entries ’mu’ and ’Sigma’ being mean and covariance matrix.

If I have 4 securities named "AA", "BB", "CC", and "DD".

I only have their expected returns and covariance data, but I have not
their returns time series data. How can I get the efficient frontier with
'fPortfolio'?

Thanks.

                                                              Yours
                                                              Rho Zhang
                                                              June 5th. 2013

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