Consider the following average annual returns for Stocks A and B and the Market. Which of the possible answers best describes the historical betas for A and B$?$

Years

Market

Stock A

Stock B

$1$

$0\mathrm{.}03$

$0\mathrm{.}08$

$0\mathrm{.}16$

$2$

$0\mathrm{.}05$

$0\mathrm{.}08$

$0\mathrm{.}20$

$3$

$0\mathrm{.}01$

$0\mathrm{.}08$

$0\mathrm{.}18$

$4$

$0\mathrm{.}10$

$0\mathrm{.}08$

$0\mathrm{.}25$

$5$

$0\mathrm{.}06$

$0\mathrm{.}08$

$0\mathrm{.}14$

bA $>+1$; bB $=0.$

bA $=0$; bB $<0.$

bA $=0$; bB $=1.$

bA $<0$; bB $=0.$

bA $<1$; bB $=1.$