You have the following data on (1) the average annual returns of the market for the past 5 years and (2) similar information on Stocks A and B. 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. bA > +1; bB = 0.

b. bA < -1; bB = 1.

c. bA > 0; bB = 1.

d. bA < 0; bB = 0.

e. bA = 0; bB = -1.