If the stock is to be held as part of a well-diversified portfolio and an investor is a strict risk minimizer, the investor would choose:

Stock A if it is to be held in a well-diversified portfolio.

Stock B if it is to be held in a well-diversified portfolio.

Stock C if it is to be held in a well-diversified portfolio.

Stock D if it is to be held in a well-diversified portfolio.

Any of the Stocks would minimize risk if it is to be held in a well-diversified portfolio.

There is not enough information to make the decision.