You invest it in what you think will get returns, but based on evidence. Look at the data given to you about your options.

Or look for something called a target date fund and pick that. It will focus investments for you based on your target date for retirement (earlier dates being less risky investments farther away dates being more risky). All investments have risks. The 457b plan is special because it allows you to withdrawal without penalty after you leave employment, rather than after age 59 1/2, like 401ks and other retirement plans. So essentially it could be your early retirement fund.