You Have the Following Data on (1) the Average Annual $b_{\mathrm{A}}>0 ; b_{\mathrm{B}}=1$

Multiple Choice

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?

A) $b_{\mathrm{A}}>0 ; b_{\mathrm{B}}=1$ .
B) $b_{A}>+1 ; b_{B}=0$ .
C) $\mathrm{b}_{\mathrm{A}}=0 ; \mathrm{b}_{\mathrm{B}}=-1$ .
D) $\mathrm{b}_{\mathrm{A}}<0 ; \mathrm{b}_{\mathrm{B}}=0$ .
E) $b_{\mathrm{A}}<-1 ; b_{B}=1$ .