We can evaluate the set one by one.
1.
[tex]\begin{gathered} -2,1,5 \\ -2<1<5 \end{gathered}[/tex]This is not true.
2.
[tex]\begin{gathered} 5,\text{ -2, 1} \\ 5>-2<1 \end{gathered}[/tex]This is not true.
3
[tex]\begin{gathered} 5,1,-2 \\ 5>1>-2 \end{gathered}[/tex]This is true.
Thus, the correct option is C