Bishan Is Risk Averse

Bishan is risk averse. This means he would consider only one of the following options, immediately rejecting all of the others. Which one would Bishan consider?

A) a 50% chance of a 20% return and a 50% chance of a 30% loss
B) a 50% chance of a 20% return and a 50% chance of a 20% loss
C) a 40% chance of a 20% return and a 60% chance of a 15% loss
D) a 40% chance of a 20% return and a 60% chance of a 10% loss