Suppose the markets are efficient. If I regressed today's returns against yesterday's return, the slope of the regression line is expected to be ________?

A. Positive and Significant since high returns yesterday means high returns today

B. Zero since today's returns are only generated by today's information and yesterday's return play no role in today's information.

C. Zero since returns are given by CAPM which stays constant until the beta changes

D. Positive and significant since the insider information is not available to the public and the insider can keep making greater positive returns everyday.