问题如下图：
选项：
A. 
B. 
C. 
老师问下 为什么A是错的
解释：
NO.PZ2015121801000089问题如下 With respeto return-generating mols, the intercept term of the market mol is the asset’s estimateA.beta.B.alpha.C.variance.is correct.In the market mol, Ri =αi +βiRm +ei, the intercept, αi, anslope coefficient, βi, are estimateusing historicsecurity anmarket returns.这是什么公式，在哪里讲过
NO.PZ2015121801000089问题如下With respeto return-generating mols, the intercept term of the market mol is the asset’s estimateA.beta.B.alpha.C.variance.is correct.In the market mol, Ri =αi +βiRm +ei, the intercept, αi, anslope coefficient, βi, are estimateusing historicsecurity anmarket returns.是否可以这样理解return generation mol 属于一个大的概念范畴，multifactor mols和market mol都属于这个大概念，而market mol属于multifactor mols的特例。若考察多个β，就属于multifactor mols，若考察一个系统性风险影响的β，就属于multifactor mols中的特例capm模型；若考察系统性风险β与非系统风险α的影响，就属于multifactor mols中特例market mol。
NO.PZ2015121801000089 alphvariance. B is correct. In the market mol, Ri =αi +βiRm +ei, the intercept, αi, anslope coefficient, βi, are estimateusing historicsecurity anmarket returns.market mol公式里，请问 最后一个ei代表什么呢？如果是个常数，不也反映在截距里吗？
请问老师，答案中的slope coefficient应该是Rm吧？为什么是beta呢？
