This is a truly painful question. In the context of the novel, Steinbeck clearly feels that it is better to be killed by a friend. This is of course foreshadowed by the killing of the dog earlier in the novel. George clearly feels that he is putting Lennie out of his misery and saving him from a terrible fate by killing him before Curley can get him. to follow this line of thinking, I feel that I would rather be killed by a friend than an enemy.
I would rather be killed by my best friend. I would trust my friend to do this only when necessary (for example, when I'm dying of a terminal disease and have asked him to), while my enemy would kill me at his wishes: for sport, pain, suffering, etc.
The answer that would be correct, based on Of Mice and Men, is to be killed by your best friend.
This would be correct because it's better to be killed yet appreciated by someone you love rather than killed and hated by someone you despise.
This would be used when George killed Lennie or Candy's dog got killed.