library(NMOF)

set.seed(123)
returns<-NMOF::randomReturns(3, 10, 0.03)

varCov<- var(returns)

x <- solve(varCov, colMeans(returns))

x/sum(x)

x <- coef(lm(rep(1, 10) ~ -1 + returns))
unname(x/sum(x))

maxSharpe(m = colMeans(returns), var = varCov)
maxSharpe(m = colMeans(returns), var = varCov, wmin = 0, wmax = 1)