Research Article
Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates
Table 3
Some possibilistic efficient portfolios.
| | | | | | | P(4) | P(5) | P(4) | P(5) | P(4) | P(5) | P(4) | P(5) |
| | 0 | 0.25 | 0 | 0.25 | 0 | 0.0123 | 0 | 0 | | 0 | 0.25 | 0 | 0.25 | 0 | 0.25 | 0 | 0 | | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | | 0 | 0 | 0.22 | 0 | 0.25 | 0.25 | 0.25 | 0.25 | | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | 0.25 | | 0 | 0.25 | 0 | 0.1124 | 0 | 0 | 0 | 0 | | 0.1786 | 0.25 | 0.25 | 0.25 | 0.25 | 0.25 | 0.014 | 0.014 | | 0 | 0 | 0 | 0.1376 | 0.25 | 0.2377 | 0.25 | 0.25 | | 0 | 0 | 0 | 0 | 0.076 | 0 | 0.236 | 0.236 | | 0.8214 | 0 | 0.53 | 0 | 0.174 | 0 | 0 | 0 | Risk | 0.1893 | 0.1216 | 0.0696 | 0.1257 | 0.134 | 0.14 | 0.1925 | 0.1925 |
|
|