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17. You have developed a market model with a forecasted market return of 15% and an intercept of 6. A security with a beta of 0.8 would have an expected return of (a) 21.04. (b) 18.03. (c) 12.81. (d) 16.83. 18. Your market model has an intercept of 43, and you forecast a market return of 103. If your security has a beta of 1.3 and has an actual return of 123, the error term is (a) -8.3. (b) -5.03. (c) 3.23. (d) 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 1003. (c) be in a flat distribution. (d) have an expected value of 0. (e) be known with certainty