According to the Mean-Variance Criterion,which One of the Following Investments

Multiple Choice

According to the mean-variance criterion,which one of the following investments dominates all others?

A) E(r) = 0.15; Variance = 0.20
B) E(r) = 0.10; Variance = 0.20
C) E(r) = 0.10; Variance = 0.25
D) E(r) = 0.15; Variance = 0.25
E) none of these dominates the other alternatives.