Michael has the following investment portfolio

	Expected return	Investment Value	Beta
Investment A	15%	$200,000	1.2
Investment B	10%	$200,000	-0.5
Investment C	8%	$300,000	1.2
Investment D	8%	$300,000	-0.5
Total		$1,000,000

Which of the following statements is correct?

a. Investment A is more likely to be overvalued than investment C

b. Investment B is more likely to be undervalued than investment D

c. Investment C is more likely to be undervalued than investment D

d. None of the above is correct