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% 1.2 B 22% 1.4 C 14% 0.8 D 11% 0.6 Which security/securities is/are under-priced (i.e., therefore being a good investment)? a. Stocks B and C b. Stocks C and D c. Stocks A and B d. Stock C e. Stocks B and D f. Stock A g. Stock D h. Stocks A and C i. Stocks A and D j. Stock B