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: a. Don't invest; return is low relative to the risk. b. Invest; expected return is less than required return given its risk. c. Don't invest; return is high relative to the risk. d. Invest; expected return is greater than required return given its risk.