Consider a Treasury bill with a rate of return of 5% and the following risky securities: Security A: E(r) = 15%; SD(r)= 20% Security B: E(r) = 10%; SD(r) = 15% Security C: E(r) = 12%; SD(r) = 32% Security D: E(r) = 13%; SD(r) = 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 Capital Allocation Line would be _________. (Hint: Which one has the highest Sharpe ratio?)