portfolio.optim

I am using the portfolio.optim function to find the portfolio weights and
risk using three covariance estimates.

I'm using the following function:
portfolio.optim(rr,target,covmat=cov(rr),riskless=T,rf=.001,shorts=T)

Now I need to find the weight and risk but this time I need to use a
specific correlation coefficient, which is in this case 0.4210423. Is there
a way of doing this?

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