According to the Mean-Variance Criterion, Which of the Statements Below

Multiple Choice

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

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.