Consider a Treasury bill with a rate of return of 5% and the following risky securities: Security A: E(r) = 0.15; variance = 0.0400 Security B: E(r) = 0.10; variance = 0.0225 Security C: E(r) = 0.12; variance = 0.1000 Security D: E(r) = 0.13; variance = 0.0625 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 (CAL) (i.e., expected return per extra risk) would be __________