Getting error while creating baselines in ReqPro

I am getting below error in creating a baseline in Reqpro,

Unable to create a baseline.
Unable to copy the document to the baseline directory.
Unable to copy the document to the baseline directory.
File not found
  com.rational.rjcb.ComException: HRESULT=0x80040000: RqBaseComp.BaseCompApplication.CreateBaseLine_: Unable to create a baseline.
Unable to copy the document to the baseline directory.
Unable to copy the document to the baseline directory.
File not found
    at com.rational.rm.basecomp.rpx._BaseCompApplicationJNI.createBaseLine(Native Method)
    at com.rational.rm.basecomp.rpx._BaseCompApplicationProxy.createBaseLine(Unknown Source)
    at com.rational.rm.basecomp.proxy.BaseCompRPXProxy.createBaseline(Unknown Source)
    at com.rational.rm.basecomp.gui.wizard.MakeBaselineWizard$1.run(Unknown Source)
    at org.eclipse.swt.custom.BusyIndicator.showWhile(BusyIndicator.java:69)
    at com.rational.rm.basecomp.gui.wizard.MakeBaselineWizard.performCreateBaseline(Unknown Source)
    at com.rational.rm.basecomp.gui.wizard.MakeBaselineWizard.getNextPage(Unknown Source)
    at com.rational.rm.basecomp.gui.wizard.ReviewPage.getNextPage(Unknown Source)
    at org.eclipse.jface.wizard.WizardDialog.nextPressed(WizardDialog.java:674)
    at org.eclipse.jface.wizard.WizardDialog.buttonPressed(WizardDialog.java:300)
    at org.eclipse.jface.dialogs.Dialog$2.widgetSelected(Dialog.java:506)
    at org.eclipse.swt.widgets.TypedListener.handleEvent(TypedListener.java:89)
    at org.eclipse.swt.widgets.EventTable.sendEvent(EventTable.java:82)
    at org.eclipse.swt.widgets.Widget.sendEvent(Widget.java:796)
    at org.eclipse.swt.widgets.Display.runDeferredEvents(Display.java:2772)