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.

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 B1 0.03 0.16 0.052 -0.05 0.20 0.053 0.01 0.18 0.054 -0.10 0.25 0.055 0.06 0.14 0.05a. bA > 0; bB = 1.b. bA > +1; bB = 0.c. bA = 0; bB = -1.d. bA < 0; bB = 0.e. bA < -1; bB = 1.