Portfolio Optimization Using Quadprog Gives the Same Result for Every time even after changing variables - optimization

Question

I have a task to construct the efficient frontier using 25 portfolios (monthly data). I tired writing a quadprog code for calculating minimum variance portfolio weights for a given expected rate of return. However, regardless of the expected return, the solver values give me the same set weights and variance, which the global minimum variance portfolio. I found the answer using an analytical solution. Attached are the codes:
basedf <- read.csv("test.csv", header = TRUE, sep = ",")
data <- basedf[,2:26]
ret <- as.data.frame(colMeans(data))
variance <- diag(var(data))
covmat <-as.matrix(var(data))
###minimum variance portfolio calculation
Q <- 2*cov(data)
A <- rbind(rep(1,25))
a <- 1
result <- solve.QP(Dmat = Q,
dvec = rep(0,25),
Amat = t(A),
bvec = a,
meq = 1)
w <-result$solution
w
var <- result$value
var
sum(w)
this is another set of codes giving the me same value::
mvp <- function(e,ep){
Dmat <- 2*cov(e)
dvec <- rep(0, ncol(e))
Amat <- cbind(rep(1, ncol(e)), colMeans(e))
bvec <- c(1, ep)
result <- solve.QP(Dmat = Dmat, dvec = dvec, Amat = Amat, bvec = bvec, meq=1)
wp <- result$solution
varP <- result$value
ret_values <- list(wp, varP)
names(ret_values) <- c("wp", "VarP")
return(ret_values)
}
z <- mvp(data, -.005)
z$wp
sum(z$wp)
z$VarP
ef <- function(e, min_e, max_e){
list_e <- seq(min_e,max_e, length=50)
loop <- sapply(list_e, function(x) mvp(e, x)$VarP)
effF <- as.data.frame(cbind(list_e,loop))
minvar <- min(effF$loop)
L <- effF$loop==minvar
minret <- effF[L,]$list_e
minpoint <- as.data.frame(cbind(minret,minvar))
minvarwp <- mvp(e, min_e)$wp
rlist <- list(effF, minpoint, minvarwp)
names(rlist) <- c( "eFF", "minPoint", "wp")
return(rlist)
}
in the efficient frontier, all the 50 portfolios have same level of variance. can anyone tell me whats wrong with solver equation??? thanks.
I tried quadprog but couldnt solve it.