A Portfolio Selection Model Based on the Interval Number

Table 2

The investment proportion and risk for different in (18) when

	S1	S2	S3	S4	S5	Risk
[0.04, 0.04]	0.010	0.030	0.010	0.010	0.118	0.036	0.178
[0.04, 0.05]	0.010	0.030	0.010	0.010	0.153	0.042	0.213
[0.04, 0.06]	0.010	0.030	0.010	0.010	0.187	0.048	0.247
[0.04, 0.07]	0.010	0.030	0.010	0.010	0.221	0.054	0.281
[0.04, 0.08]	0.010	0.030	0.010	0.010	0.256	0.060	0.316
[0.04, 0.09]	0.010	0.030	0.010	0.010	0.290	0.066	0.350
[0.04, 0.10]	0.054	0.030	0.010	0.010	0.300	0.080	0.404
[0.04, 0.11]	0.116	0.030	0.010	0.010	0.300	0.097	0.466
[0.04, 0.12]	0.178	0.030	0.010	0.010	0.300	0.114	0.528
[0.04, 0.14]	0.300	0.030	0.010	0.220	0.300	0.182	0.860