Based on the attached EA screen showing the recent quarterly aggregate surprise earnings of the $12$ S&P$500$ sectors and their following $1-$day price reaction, what can we infer about the data?

Most sectors had aggregate positive earnings surprises and had mostly positive price reactions to the good reports.

All sectors had aggregate positive earnings surprises but most sectors had negative price reactions despite the good reports.

All sectors had aggregate positive earnings surprises and had positives price reactions to the good reports.