3 You have the following data on (1) the average annual returns of the market for the past 5 years and (2) similar information on Stocks A and B. Which of the possible answers best describes the historical betas for A and B? Years Market Stock A Stock B 1 3.0% 16.0% 5.0% 2 -5.0% 20.0% 5.0% 3 1.0% 18.0% 5.0% 4 -10.0% 25.0% 5.0% 5 6.0% 14.0% 5.0% a. A>0; bB = 1. b. DA > +1; bB = 0. C. bA = 0; bB = -1. d. bA