Which of the Following Risk Measures Is Not Translation Invariant $r$

Multiple Choice

Which of the following risk measures is not translation invariant (i.e., does not satisfy the property that if we add a risk-free asset to a portfolio with a return of $r$ , the risk of the portfolio should come down by the extent of this addition) ?

A) VaR.
B) Expected shortfall.
C) Kurtosis.
D) Standard deviation.