This is the question.

This is the preliminary solution provided. However, I don't know how to get to this. Greatly appreciate it if you could help me explain step-by-step.

Suppose the CAPM is true, m=abRm prices a set of assets, and there is a risk-free rate Rf. Find R in terms of the moments of Rm,Rf. R=x/p(x)=(abRm)/(a/Rfb)