Realized Covariance Matrix Calculation

I need help computing the realized covariance matrix based on daily returns of exchange rates following the same methodology as in a paper (Pricing currency risks, Journal of Finance). I already have a code which does the computation but somehow I don't get the same values (but I get the same shape) [see details in the attached .ipynb file]. I provide all the data needed. Just need someone to go over my code and try to get the correct Covariance Matrices.

Ideal Skills:
- Proficient in statistical analysis
- Experienced with time series data
- Familiar with finance and economics
- Python