You have the following info for two funds: Fund A has a return of $3\mathrm{.}5\%,$ and beta of $0\mathrm{.}5.$ Fund B has a return of $12\mathrm{.}6\%$ and beta of $1\mathrm{.}2.$ The Market return is $10\%.$ The Risk$-$Free Rate is $2\%.$

Which is true?

a$.$ The market underperforms A

b$.$ the market outperforms B

c$.$ the market outperforms both A and B

d$.$ fund A outperforms B