In the single-index model represented by the equation ri = E(ri) + iF + ei, the term ei represents Option A the impact of anticipated firm-specific events on security i's return. Option B the impact of anticipated macroeconomic events on security i's return. Option C the impact of unanticipated firm-specific events on security i's return. Option D the impact of changes in the market on security i's return. Option E the impact of unanticipated macroeconomic events on security i's return