A mutual fund manager expects his portfolio to earn a rate of return of 11% this year. The beta of his portfolio is 0.6. The risk-free rate is 4%, and the market risk premium is 10%. Should you invest in this mutual fund? Select one: O a Invest; expected return is less than required return given its risk. O b. Don't invest; return is low relative to the risk Oc. Invest: expected return is greater than required return given its risk. Od. Don't invest; retum is high relative to the risk