Multiobjective Optimization of Allocated Exchange Portfolio: Model and Solution—A Case Study in Iran

Table 2

Daily return variance-covariance matrix of five exchanges: dollar, pound, frank, Euro, and 100 yen from 25 March 2002 to 19 March 2012.

Exchange	USA dollar	England pound	Switzerland Frank	Euro	Japan 100 yen
USA dollar	0.00597841295	−0.00000275182	0.00000333301	0.00000233057	0.00000336630
England pound		0.00005097503	0.00001564795	0.00001375091	0.00000578037
Switzerland frank			0.00677707505	0.00002699918	0.00001576213
Euro				0.00002822086	0.00000969165
Japan 100 yen					0.00003470445