Legally - agreed that you need to read what you have signed. I doubt that you are obligated for much. Maybe any prepaid items like an appraisal. But it's best to double check.
Morally - broker A provided you a quote matching your need and you accepted. Acceptance likely included a rate lock. Afterwards rates may go open, down, or both but it doesn't change your original need and subsequent agreement. If you were shooting for a lower rate, you could have started the process with broker A but waited on a rate lock.
I won't say this is black and white for everyone. Me personally, I would stick with broker A. Now should the rate change by a lot more, say 0.50%+, I bet there is a point were my morality begins to crack.