Var has 2 rows and 2 columns
ABC has variance 1.70534
DEF has variance 0.92821
Covariance is -0.0406467

objective   negutil      cost   penalty 
0.5824505 0.5824505 0.0000000 0.0000000 

The trade is 
ABC : 10237
DEF : 21631
Warning message:
In trade.optimizer(Pri, Var, gross = 1e+06, long.only = TRUE) :
  switching utility from 'information ratio' to 'minimum variance' ('do.warn' suppression is 'utility.switch')