According to the Capital Asset Pricing Model (i.e., CAPM), if Rf = risk free interest rate, Rm = Expected return on the market portfolio, b = beta, and E(Ra) = expected return on stock a:

E(Ra) = Rf + (Rm - Rf)

E(Ra) = Rf - b(Rm - Rf)

E(Ra) = bRf + (Rm - Rf)

E(Ra) = Rf + b(Rm - Rf)

None of the above is a correct specification of the CAPM.