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 B? Select one: a. bA > 0; bB = 1 b. bA > +1; bB = 0 c. bA = 0; bB = -1 d. bA Years Market Stock A Stock B 0.03 -0.05 0.01 -0.10 0.06 0.16 0.20 0.18 0.25 0.14 0.05 0.05 0.05 0.05 0.05