How do I setup the following in R$?$

A simple portfolio model for the soybeans farmer may be written as:

$R_t=R_t^c-b_{t-1}{R}_t^f,$

where $R_t$ denotes the returns on holding a portfolio of cash and futures positions between

time $t-1$ and time $t.R_t^c$ is the return on holding the $($long$)$ cash position between time $t-1$

and $t,$ that is$,$ the return to storing the grain over a fixed period of time. $R_t^f$ is the return

on holding a short futures position between time $t-1$ and $t.$ And $b_{t-1}$ is the hedge ratio,

which is defined as the proportion $($fraction$)$ of the cash position to be hedged in the futures

market at time $t-1$ for sale at time $t.$ For present purposes, we assume there are no costs

associated with hedging.

The variance on the return of the portfolio is given by:

Var$(R_t)=$Var$(R_t^c)+(b_{t-1}{)}^2$Var$(R_t^f)-2b_{t-1}$Cov$(R_t^c,R_t^f),$

where Var$(x_t)$ is a variance operator such that Var$(x_t)={}_{x_t}^2$ and Cov$(x_t,y_t)$ is a covariance

operator such that Cov$(x_t,y_t)={}_{xy}\sqrt[\phantom{2}]{{}_{x_t}^2{}_{y_t}^2}.$