Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 6

Some possibilistic efficient portfolios with different lending interest rates (𝜇=10%).

𝑟𝑙	0	0.02	0.03	0.05	0.07	0.09	0.10
𝑥1	0	0	0	0	0	0	0
𝑥2	0	0	0	0	0	0	0
𝑥3	0	0	0	0	0	0	0
𝑥4	0	0	0.4098	0.3316	0.2294	0.0903	0
𝑥5	0	0	0	0	0	0	0
𝑥6	0	0	0	0	0	0	0
𝑥7	0.8197	0.7844	0	0	0	0	0
𝑥8	0	0	0	0	0	0	0
𝑥9	0	0	0	0	0	0	0
1−∑^9𝑗=1𝑥𝑗	0.1803	0.2156	0.5902	0.6684	0.7706	0.9097	1
Risk	0.0869	0.0831	0.0802	0.0649	0.0449	0.0177	0