Consider the information provided below:

Stock	Expected Return	Beta
A	12%	1.2
B	16%	2.0
C	20%	2.2

Assume that assets A and B do not exhibit pricing anomalies, nor anomalies of any other kind. Relative to them, what can you tell about about asset C?

Group of answer choices:

A) Asset C is undervalued.

B) Asset C is overvalued.

C) There is not enough information to decide.