The Least Squares Method Requires That the Variance $\sigma _ { z } ^ { 2 }$

The least squares method requires that the variance $\sigma _ { z } ^ { 2 }$ of the error variable $\varepsilon$ is a constant no matter what the value of x is. When this requirement is violated, the condition is called:

A) heteroscedasticity.
B) homoscedasticity.
C) influential observation.
D) non-independence of $\varepsilon$ .