According to the evidence provided in class, which of the following portfolios is likely to have had the highest average returns over the past forty years? A portfolio of stocks composed each month of stocks with high returns over the previous two months A portfolio of stocks composed each year of stocks with high market capitalization at the end of previous year O A portfolio of stocks composed each year of stocks with low CAPM betas over the previous few years A portfolio of stocks composed each year of stocks with high book-to-market ratios at the end of the previous year