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?

8. 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 1 - a Market -0.06 -0.05 0.01 0.06 0.10 3 4 5 Stock A 0.12 0.10 -0.02 -0.12 -0.20 Stock B 0.05 0.05 0.05 0.05 0.05 a. ba > 0: b = 1. b. ba >0; be=0. C. b) = 0; b = -1. d. ba