The results of Standard Error in each CAPM estimate of mean for the five stocks are as follows. A B C D E 0.007210329 0.

[answerhappygod]

The results of Standard Error in each CAPM estimate of mean for
the five stocks are as follows.
A
B
C
D
E
0.007210329
0.003929
0.006773
0.009106
0.010149
The results of Standard Error in each Historical data estimate
of mean for the five stocks are as follows.
A
B
C
D
E
0.0124731
0.008996
0.011376
0.021957
0.032541
# Weighted average of historical data W
A
B
C
D
E
0.250468
0.16019
0.261685
0.146747
0.088645
# Weighted average of CAPM 1-W
A
B
C
D
E
0.749532
0.83981
0.738315
0.853253
0.911355
# Best combined estimate of the mean return of each stock
A
B
C
D
E
0.17626
0.08528
0.15823
0.1805
0.17718
According to portfolio theory, is it rational to introduce all
of the 5 stocks (A, B, C, D, E) to the investment set?
I don't have time, so please hurry up.
I'd appreciate it if you could explain it in detail.