In an assignment A(:) = B, the number of elements in A and B must be the same.

Thanks a lot for this answer! Now it actually does something. For some reason now the resulting cell has only 1 field with a double, and for the rest there is an empty vector....would you happen to have any idea why that might be? This is the same code in context:

 R = -0.1:0.001:0.05;
N=10;
T=25;
C=1000;
f = -yBar;
A = -training;
A = [A;ones(1,10)];
Aeq = zeros(1,10);
beq = zeros(1,1);
LB = 0;
UB = 0.5*C;
options = optimset('Display','off');
b = zeros(26,1);
ExpectedReturn = cell(size(R));

 for j = 1:size(R)
    Rtemp = R(j);

    b(1:25,1) = -(Rtemp*C);
    b(26,1) = C;

    [xLP,FVAL,EXITFLAG]=linprog(f,A,b,Aeq,beq,LB,UB,[],options);
    ExpectedReturn{i}=-1*round(FVAL/0.01)*0.01;  %report to two decimal places
end