Which Transact-SQL statement should you include at the beginning of the stored procedure?

You create a stored procedure that will update multiple tables within a transaction. You need to ensure that if
the stored procedure raises a run-time error, the entire transaction is terminated and rolled back. Which
Transact-SQL statement should you include at the beginning of the stored procedure?

A.
SET XACT_ABORT ON

B.
SET ARITHABORT ON

C.
TRY

D.
BEGIN

E.
SET ARITHABORT OFF

F.
SET XACT_ABORT OFF

Explanation:
Verified answer as correct.
Reference: http://msdn.microsoft.com/en-us/library/ms190306.aspx
Reference: http://msdn.microsoft.com/en-us/library/ms188792.aspx