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.