22. Consider the regression equation: ri- rf= go+ g1bi+ g2s2(ei) + eh, where: ri- rt: the average difference between the monthly return on stock i and the monthly risk-free rate, hi: the beta of stock i, s2(ei) = a measure of the nonsystematic variance of the stock i If you estimated this regression equation and the CAPM was valid, you would expect the estimated coefficient, g2 to be i 0 B. 1 C. equal to the risk-free rate of return D. equal to the average difference between the monthly return on the market portfolio and the monthly risk-free rate E. None of these is correct