Which of the following securities is a momentum investor LEAST likely to invest in$?$BetaSharpe$1$Yr ReturnCo. A$1\mathrm{.}3-1\mathrm{.}16-12\%$Co$.$ B$\mathrm{.}9592-10\%$Co$.$ C$1\mathrm{.}2-88-11\%$a$)$ Co$.$ Bb$)$ Co$.$ A$0$ c$)$ Co$.$ Cd$)$ A momentum investor would reject all $3$ companies and hold T$-$bills instead.