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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

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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 0.03 0.16 0.05 -0.05 0.05 0.01 0.18 0.05 -0.10 0.25 0.05 0.06 0.14 0.05 0.20 U AWN- O bA 0; bB = 1. O bA > +1; bB = 0. O bA = 0; bB = -1. bA

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