the following table presents var with respect to our trading activities , as measured by our var methodology for the periods indicated : value-at-risk .

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years ended december 31 ( inmillions ), 2008 annual average, 2008 maximum, 2008 minimum, 2008 annual average, 2008 maximum, minimum
foreign exchange products, $ 1.8, $ 4.7, $ .3, $ 1.8, $ 4.0, $ .7
interest-rate products, 1.1, 2.4, .6, 1.4, 3.7, .1
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we back-test the estimated one-day var on a daily basis . this information is reviewed and used to confirm that all relevant trading positions are properly modeled . for the years ended december 31 , 2008 and 2007 , we did not experience any actual trading losses in excess of our end-of-day var estimate . asset and liability management activities the primary objective of asset and liability management is to provide sustainable and growing net interest revenue , or nir , under varying economic environments , while protecting the economic values of our balance sheet assets and liabilities from the adverse effects of changes in interest rates . most of our nir is earned from the investment of deposits generated by our core investment servicing and investment management businesses . we structure our balance sheet assets to generally conform to the characteristics of our balance sheet liabilities , but we manage our overall interest-rate risk position in the context of current and anticipated market conditions and within internally-approved risk guidelines . our overall interest-rate risk position is maintained within a series of policies approved by the board and guidelines established and monitored by alco . our global treasury group has responsibility for managing state street 2019s day-to-day interest-rate risk . to effectively manage the consolidated balance sheet and related nir , global treasury has the authority to take a limited amount of interest-rate risk based on market conditions and its views about the direction of global interest rates over both short-term and long-term time horizons . global treasury manages our exposure to changes in interest rates on a consolidated basis organized into three regional treasury units , north america , europe and asia/pacific , to reflect the growing , global nature of our exposures and to capture the impact of change in regional market environments on our total risk position . our investment activities and our use of derivative financial instruments are the primary tools used in managing interest-rate risk . we invest in financial instruments with currency , repricing , and maturity characteristics we consider appropriate to manage our overall interest-rate risk position . in addition to on-balance sheet assets , we use certain derivatives , primarily interest-rate swaps , to alter the interest-rate characteristics of specific balance sheet assets or liabilities . the use of derivatives is subject to alco-approved guidelines . additional information about our use of derivatives is in note 17 of the notes to consolidated financial statements included in this form 10-k under item 8 . as a result of growth in our non-u.s . operations , non-u.s . dollar denominated customer liabilities are a significant portion of our consolidated balance sheet . this growth results in exposure to changes in the shape and level of non-u.s . dollar yield curves , which we include in our consolidated interest-rate risk management process . because no one individual measure can accurately assess all of our exposures to changes in interest rates , we use several quantitative measures in our assessment of current and potential future exposures to changes in interest rates and their impact on net interest revenue and balance sheet values . net interest revenue simulation is the primary tool used in our evaluation of the potential range of possible net interest revenue results that could occur under a variety of interest-rate environments . we also use market valuation and duration analysis to assess changes in the economic value of balance sheet assets and liabilities caused by assumed changes in interest rates . finally , gap analysis 2014the difference between the amount of balance sheet assets and liabilities re-pricing within a specified time period 2014is used as a measurement of our interest-rate risk position. .

Question: what is the average variance of the value at risk of each 2008 section? ( $ )
Program: subtract(4.7, .3), subtract(const_4, .7), add(#0, #1), divide(#2, const_2)
Answer: 3.85