Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 4

Optimal solutions of two models (𝜇=0.05).

	𝑥1	𝑥2	𝑥3	𝑥4	𝑥5	𝑥6	𝑥7	𝑥8	𝑥9	1−∑^9𝑗=1𝑥𝑗	Risk
Model (2.17)	0	0	0	0.0629	0	0	0.25	0	0	0.6871	0.0388
Model (3.1)	0.25	0.25	0	0	0	0.25	0.25	0	0	0	0.1216