Consider a Treasury bill with a rate of return of 3% and the following risky securities: Security A: E(r) =0.12; variance = 0.05; Security B: E(r) = -0.005; variance = 0.0225 ; Security C: E(r) = 0.08; variance = 0.02; Security D: E(r) = 0.2; variance = 0.25.The investor must develop a complete portfolio by combining the risk-free asset with one of the securities mentioned above. The security the investor should choose as part of her complete portfolio to achieve the best CAL would be _________."

		A
		B
		C
		D