Mathematical Problems in Engineering / 2011 / Article / Tab 7

Research Article

Fuzzy Portfolio Selection Problem with Different Borrowing and Lending Rates

Table 7

Some possibilistic efficient portfolios with different borrowing interest rates ( πœ‡ = 2 5 % ).

π‘Ÿ 𝑏 0 0.02 0.05 0.10 0.110.12 0.139

π‘₯ 1 0000 0 00
π‘₯ 2 0000 0 00
π‘₯ 3 0000 0 00.8769
π‘₯ 4 0.63750.70811 1 11
π‘₯ 5 0000.71 0.8297 0.9981
π‘₯ 6 0000 0 00
π‘₯ 7 110.68330 0 00
π‘₯ 8 0000 0 01
π‘₯ 9 000 0 0 01
βˆ‘ 9 𝑗 = 1 π‘₯ 𝑗 βˆ’ 1 0.63750.7080.68330.71 0.8297 0.9983.8769
Risk0.23080.24460.26820.3499 0.3758 0.41240.948

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