According to the Mean-Variance Criterion, Which One of the Following

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 options dominates the other alternatives.