Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 1

Sample statistics for the Markowitz's historical data.

Stock	Sample mean	SD	5th percentile	40th percentile	60th percentile	95th percentile
1	0.066	0.238	−0.284	−0.011	0.070	0.456
2	0.062	0.125	−0.175	0.052	0.089	0.229
3	0.146	0.301	−0.193	0.018	0.136	0.758
4	0.173	0.318	−0.307	0.161	0.238	0.714
5	0.198	0.368	−0.429	0.062	0.325	0.671
6	0.055	0.209	−0.234	−0.064	0.094	0.352
7	0.128	0.175	−0.132	0.090	0.164	0.356
8	0.118	0.286	−0.311	0.104	0.196	0.587
9	0.116	0.290	−0.316	0.104	0.196	0.587