Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 7

Some possibilistic efficient portfolios with different borrowing interest rates (𝜇=25%).

𝑟𝑏	0	0.02	0.05	0.10	0.11	0.12	0.139
𝑥1	0	0	0	0	0	0	0
𝑥2	0	0	0	0	0	0	0
𝑥3	0	0	0	0	0	0	0.8769
𝑥4	0.6375	0.708	1	1	1	1	1
𝑥5	0	0	0	0.71	0.8297	0.998	1
𝑥6	0	0	0	0	0	0	0
𝑥7	1	1	0.6833	0	0	0	0
𝑥8	0	0	0	0	0	0	1
𝑥9	0	0	0	0	0	0	1
∑^9𝑗=1𝑥𝑗−1	0.6375	0.708	0.6833	0.71	0.8297	0.998	3.8769
Risk	0.2308	0.2446	0.2682	0.3499	0.3758	0.4124	0.948