The portfolio manager wants to select the asset that has the lowest marginal VaR as long as its Treynor ratio is at least 0.1. Assuming the risk free rate is 2%, which asset should the portfolio manager select?

Asset	Expected Return	Beta to the Index	Beta to the Portfolio
A	12%	1.2	0.90
B	10%	0.7	0.90
C	10%	0.6	0.85
D	8%	0.3	1.10