React.js to change dropdown value

I’m trying to use React useState to change the value of dropdown value, but it looks like it refreshes the page after onClick has been called. When I click for example on option B, it changes selectedValue state to B, then it re-render the page and reset it to default value. My question is why it re-renders the page? And how can change the dropdown value?

import React, {useState}  from 'react';

function InputDropdown(props) {

const [selectedValue, setSelectedValue] = useState("");

return (
  <div className="input-group">
    <input type="text" className="form-control" />
    <div className="input-group-append">
      <button type="button" className="btn btn-outline-secondary">{selectedValue}</button>
      <button type="button" className="btn btn-outline-secondary dropdown-toggle dropdown-toggle-split" data-toggle="dropdown">
        <span className="sr-only">Toggle Dropdown</span>
      </button>
      <div className="dropdown-menu">
        <a class="dropdown-item" href="#" onClick={() =>setSelectedValue("A")}>A</a>
        <a class="dropdown-item" href="#" onClick={() =>setSelectedValue("B")}>B</a>
        <a class="dropdown-item" href="#" onClick={() =>setSelectedValue("C")}>C</a>
      </div>
    </div>
  </div>
)
}