According to the mean-variance criterion, which one of the following investments dominates all others?

E(r) = 0.10; Variance = 0.25

E(r) = 0.15; Variance = 0.20

E(r) = 0.12; Variance = 0.35

E(r) = 0.10; Variance = 0.20

E(r) = 0.15; Variance = 0.25