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.