Consider the information provided below:

Stock Expected Return Beta

A $12\%1\mathrm{.}2$

B $16\%2\mathrm{.}0$

C $20\%2\mathrm{.}2$

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

Asset C is undervalued.

There is not enough information to decide.

Asset C is overvalued.