$2.$ Select the security that is most efficient $($has the best risk$/$return relationship$).$

A$.$ Stock A has an average return of $12\%,$ an R squared of $70,$ standard deviation of $15\%$ B$.$ Stock B has an average return of $10\%,$ an R squared of $80,$ standard deviation of $13\%$ C$.$ Stock C has an average return of $5\%,$ an R squared of $82,$ standard deviation of $7\%$ D$.$ Stock D has an average return of $20\%,$ an R squared of $60,$ standard deviation of $24\%$ E$.$ Index fund has an average return of $11\%,$ an R squared of $100,$ standard deviation of $15\%$