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

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