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	0.05	0.18
2	0.05	0.05	0.02
3	0.01	0.05	0.13
4	0.10	0.05	0.05
5	0.06	0.05	0.21

A. bA = 0; bB = 1

B. bA < 0; bB = 0

C. bA = 0; bB > 0

D. bA > +1; bB < 0

E. bA = 0; bB = +1