Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 5

Optimal solutions of two models (𝜇=0.12).

	𝑥1	𝑥2	𝑥3	𝑥4	𝑥5	𝑥6	𝑥7	𝑥8	𝑥9	1−∑^9𝑗=1𝑥𝑗	Risk
Model (2.17)	0	0	0	0.25	0	0	0.25	0.25	0.0022	0.2478	0.1209
Model (3.1)	0.1146	0.25	0	0.25	0	0	0.25	0.1354	0	0	0.1370