A Portfolio Selection Model Based on the Interval Number

Table 5

The investment proportion and risk for different with in (20).

	S1	S2	S3	S4	S5	Risk
[0.03, 0.03]	0.010	0.030	0.067	0.010	0.010	0.044	0.127
[0.03, 0.04]	0.010	0.030	0.099	0.010	0.010	0.052	0.159
[0.03, 0.05]	0.010	0.030	0.131	0.010	0.010	0.076	0.191
[0.03, 0.06]	0.010	0.030	0.163	0.010	0.010	0.092	0.223
[0.03, 0.07]	0.010	0.030	0.195	0.010	0.010	0.108	0.255