Consider the Following Two Factor APT Model E(R) = $\lambda$ ₀

Consider the following two factor APT model E(R) = $\lambda$ ₀ + $\lambda$ ₁b₁ + $\lambda$ ₂b₂

A) $\lambda$ ₁ is the expected return on the asset with zero systematic risk.
B) $\lambda$ ₁ is the expected return on asset 1.
C) $\lambda$ ₁ is the pricing relationship between the risk premium and the asset.
D) $\lambda$ ₁ is the risk premium.
E) $\lambda$ ₁ is the factor loading.