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QUESTION 14 You have developed data which give (1) the average annual returns on the market for the past five years, and (2) similar information

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QUESTION 14 You have developed data which give (1) the average annual returns on the market for the past five years, and (2) similar information on Stocks A and B. If these data are as follows, which of the possible answers best describes the historical betas for A and B7 Years Market Stock A Stock B 0.03 0.16 0.05 2 -0.05 020 0.05 0.01 0.181 0.05 -0.10 0.25 0.05 0.06 0.14 0.05 OPA > 0. PB-1 OPA+1=0 OBA=00B-1 O PA

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