Suppose that stock A and B and the market (as measured by the S&P 500 Index) produce the following returns over the last five years. Years Market Stock A Stock B 1 0.06 0.16 0.03 2 -0.06 0.20 0.03 3 0.01 0.18 0.03 4 -0.12 0.22 0.03 5 0.08 0.15 0.03 Which of the following statements regarding the beta of these stocks would be true? Hint: No calculations are ne eded here just a good observation of the numbers. a. β A < 0; β B = 0. b. β A > +1; β B = 0. c. β A = 0; β B = - 1. d. β A > 0; β B = 1. e. β A < -1; β B = 1.