I need to insert an html link in this php code placed in the function.php of my theme :

function filter_woocommerce_checkout_must_be_logged_in_message( $message ) {
    $message="You must be logged in to order";
    return $message; 
}
add_filter( 'woocommerce_checkout_must_be_logged_in_message', 'filter_woocommerce_checkout_must_be_logged_in_message', 10, 1 );

What i need is to add a link to the message.

You must be<a href="url">logged in</a> to order

Can someone help me with that ?

Thanks !