Consider the regression equation: r_i r_f = g₀ + g₁b_i + e_it where: r_i r_f = the average difference between the monthly return on stock i and the monthly risk-free rate b_i = the beta of stock i This regression equation is used to estimate:

a. the benchmark error and the security market line.

b. the capital market line.

c. the benchmark error.

d. the benchmark error, the security market line, and the capital market line.

e. the security market line.