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17. You have developed intercept of 6%. a market model with a forecasted market return of 15% and an A security with a beta of 0.8 would have an expected return of (a) 21.0%. (b) 18.0%. (c) 12.8%. (d) 16.8%. 18. Your market model has an intercept of 4%, and you forecast a market return of 10%. If your security has a beta of 1.3 and has an actual return of 12%, the error term is (a) -8.3%. (b) -5.0%. (c) 3.2%. (d) 4.6%. 19. For the market model, each security's error term is assumed to (a) have the same standard deviation. (b) have an expected value of 100%. (d) have an expected value of 0. (c) be in a flat distribution. (e) be known with certainty