Both A and B are correct. No?

Generic
1

Course Name: Short Selling in Trading, Section No: 2, Unit No: 9, Unit type: Quiz

2

The MCQ mentioned is correct. In the video, from 0:44 to 0:51, it is mentioned that "When we focus on relative series (used to build long-short strategy) and excess returns, the dynamic shifts from trying to time the bottom and top of the stock to sector allocation".  Therfore only B option is correct.