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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

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	0.03	0.16	0.05
2	0.05	0.20	0.05
3	0.01	0.18	0.05
4	0.10	0.25	0.05
5	0.06	0.14	0.05

a. b_A > +1; b_B = 0.

b. b_A < 1; b_B = 1.

c. b_A = 0; b_B = 1.

d. b_A > 0; b_B = 1.

e. b_A < 0; b_B = 0.

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