According to the Mean-Variance Criterion,which of the Statements Below Is

Multiple Choice

According to the mean-variance criterion,which of the statements below is correct? $$\begin{array} { l l l } \text { Investment } & \mathrm { E } ( \mathrm { r } ) & \text { Standard Deviation } \\\mathrm { A } & 10 \% & 5 \% \\\mathrm {~B} & 21 \% & 11 \% \\\mathrm { C } & 18 \% & 23 \% \\\mathrm { D } & 24 \% & 16 \%\end{array}$$

A) Investment B dominates Investment A.
B) Investment B dominates Investment C.
C) Investment D dominates all of the other investments.
D) Investment D dominates only Investment B.
E) Investment C dominates investment A.