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

Table 3

Present value, price, number, existent proportion, daily return mean, and minimum aspiration level of return specifics of five exchanges: USA dollar, England pound, Switzerland frank, Euro, and Japan 100 yen in Melli bank exchange AP in 19 March 2012.

Exchange	𝑀𝑖(existent)	𝑝𝑖	𝑁𝑖(existent)	𝑥𝑖(existent)	𝐸(𝑅𝑖)	𝐸(𝑅𝑖)×𝑥𝑖(existent)
USA dollar	17000000000	8904	1909254	0.005589454	0.000084973	0.000000475
England pound	662000000000	17934	36913126	0.108065349	0.000272112	0.000029406
Switzerland frank	167000000000	8837	18897816	0.055324469	0.000314821	0.000017417
Euro	3930000000000	14111	278506130	0.815343090	0.000349021	0.000284572
Japan 100 yen	49000000000	9150	5355191	0.015677638	0.000170238	0.000002669
Total	4825000000000		341581517	1		0.000334539