Bunuel
I guess this is not real GMAT question as
to answer this question with 100% certainty you should calculate SD for two sets and GMAT usually do not require actual calculation of SD. Though it's possible to eliminate 3 wrong answers at the beginning.
Mean is 4 and so are the means of all 5 pairs from answers choices.
A. (-1, 9) These two numbers are farthest from the mean and they will stretch the set making SD bigger
B. (4, 4) These two numbers are closest to the mean and the will shrink the set making SD smaller
C. (3, 5) Suitable option so far
D. (2, 6) Suitable option so far
E. (0, 8) These two numbers are also far from mean and they will also stretch the set making SD bigger.
So, when I looked at the options C and D I assumed that C is also too close to the mean and it will affect it more than D. So I ended with D and was correct. But still my logic eliminating C was not sure thing, without the calculations.
For the original set 0, 2, 4, 6, 8, standard deviation = 3.16227766
A) For the set -1, 0, 2, 4, 6, 8, 9, standard deviation = 3.872983346
B) For the set 0, 2, 4, 4, 4, 6, 8, standard deviation = 2.581988897
C) For the set 0, 2, 3, 4, 5, 6, 8, standard deviation = 2.645751311
D) For the set 0, 2, 2, 4, 6, 6, 8, standard deviation = 2.828427125
E) For the set 0, 0, 2, 4, 6, 8, 8, standard deviation = 3.464101615
[As the sample size is very small, SD's are calculated using formula for sample.]
Difference between original stdev and stdev of option D is 0.333850535
Difference between original stdev and stdev of option E is 0.301823955
Though option D has a very close call, closest to the original standard deviation is found in option E.
Correct answer is option E.I believe this is not a real GMAT question and GMAC would not ask for such lengthy calculations. Bunuel, you said correctly that answer to this question can be found through calculation only. I am always impressed by your explanations. For this question, however, something is amiss. I wish there is a simple way to find correct answer for this question.