How do I achieve matrix multiplication in R for calculating portfolio variance

Question

myRetData <- data.frame(merge(dailyReturn(RELIANCE.NS), dailyReturn(AAPL), dailyReturn(TITN),dailyReturn(ACMR),dailyReturn(LRN),dailyReturn(STRL),dailyReturn(NSRGY),dailyReturn(SIEGY),dailyReturn(ULTA), dailyReturn(MSFT)))

sigma <- cov(myRetData_noNA)

## GA
ga_result <- ga(type = "real-valued", fitness = fitness_function, min = rep(0, length(tickers)), max = rep(1, length(tickers)), names = tickers, popSize = 500, pcrossover = 0.8, pmutation = 0.2, maxiter = 200, mu = mu, sigma = sigma)


# Extracted optimized portfolio weights
optimized_weights <- ga_result@solution

# Calculate portfolio variance
portfolio_variance <- optimized_weights_t %*% sigma %*% optimized_weights

Getting error 
> print(dim(sigma))
[1] 10 10
> print(dim(optimized_weights))
[1] 10  1
> 
> 
> # Calculate portfolio variance
> portfolio_variance <- optimized_weights_t %*% sigma %*% optimized_weights
Error in optimized_weights_t %*% sigma : non-conformable arguments

Calculated portfolio variance