https://prepswift.gregmat.com/quizzes/quiz/im-overwhelmed-data-analysis-progress-quiz-11 (Question 12)
I think the answer it´s wrong, because if the expected value of X is 0. Both expected values would be equal. This would happen if X = -1, 0 and 1.
If we take X as a random variable that can be -1, 0, 1, then the E(X) = 0 like you said. However, the E(X^2) is not = 0. E(X^2) = ((-1)^2 + 0^2 + 1^2) = 2, then divide by 3 as there are 3 options = 2/3. So E(X^2) = 2/3 which is > E(X) = 0.
So even in this case, B is greater than A