Based on the Information Given Below, Which of the Investments $\sigma$

Based on the information given below, which of the investments would be considered best based on its risk and return relationship? Assume all investors are risk-averse and the investments will be held in isolation, not in a portfolio.

A) D, because its total risk is lowest.
B) E, because its coefficient of variation is lowest.
C) F, because its standard deviation, $\sigma$ , is highest.
D) E and F, because they have the same expected return,.
E) None of the above.