Assume that the risk$-$free rate is $6\%$ and the expected market return is $16\%.$ The expected returns and the betas of the following $4$ securities are given below:

Stock Exp.return Beta

A $16\%1\mathrm{.}2$

B $22\%1\mathrm{.}4$

C $14\%0\mathrm{.}8$

D $11\%0\mathrm{.}6$

Which security$/$securities is$/$are under$-$priced $($i$.$e$.,$ therefore being a good investment$)?$

a$.$

Stocks A and D

b$.$

Stock C

c$.$

Stocks B and C

d$.$

Stock B

e$.$

Stocks C and D

f$.$

Stocks B and D

g$.$

Stock A

h$.$

Stock D

i$.$

Stocks A and B

j$.$

Stocks A and C