Jack Wilshire, FRM, uses the single factor model to estimate default risk. If he uses a specific realized market value mˉ , whhat is the mean and standard deviation of the conditional distribution? Mean Variance A ˉm βi ˉm B ˉm √1 .β2 i ˉm C βi ˉm √1. β2 i D βi ˉm βi ˉm + √1 .β2 i εi