Mathematical Problems in Engineering / 2011 / Article / Tab 3

Research Article

Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 3

Some possibilistic efficient portfolios.

πœ‡ = 0 . 0 3 πœ‡ = 0 . 0 8 πœ‡ = 0 . 1 3 πœ‡ = 0 . 1 6 5
P(4)P(5)P(4)P(5)P(4)P(5)P(4)P(5)

π‘₯ 1 0 0.2500.2500.012300
π‘₯ 2 00.25 00.2500.2500
π‘₯ 3 00 000000
π‘₯ 4 00 0.2200.250.250.250.25
π‘₯ 5 00 00000.250.25
π‘₯ 6 00.25 00.11240000
π‘₯ 7 0.17860.25 0.250.250.250.250.0140.014
π‘₯ 8 00 00.13760.250.23770.250.25
π‘₯ 9 00 000.07600.2360.236
βˆ‘ 1 βˆ’ 9 𝑗 = 1 π‘₯ 𝑗 0.82140 0.5300.174000
Risk0.18930.1216 0.06960.12570.1340.140.19250.1925

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