Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 11

Results for each cluster.

Stock	cluster 1	cluster 2	cluster 3
S1	0.0225	0	0
S2	0	0	0.3435
S3	0	0	0.0560
S4	0	0.0225	0.0225
S5	0	0	0.0225
S6	0	0.5555	0
S7	0	0.0225	0
S8	0	0	0
S9	0	0	0
S10	0	0	0.5555
S11	0.5555	0	0
S12	0.3770	0.3770	0
S13	0	0	0
S14	0.0225	0.0225	0
S15	0.0225	0	0