Which of the following statements is true?

A$.$ The expected return of an individual stock is a negative linear function of the risk$-$free rate.

B$.$ The expected return of an individual stock with a negative beta coefficient is a negative linear function of the risk$-$free rate.

C$.$ The expected return of an individual stock is not a linear function of the risk$-$free rate.

D$.$ The expected return of an individual stock with a beta coefficient of $0\mathrm{.}5$ is a positive linear function of the risk$-$free rate.

E$.$ The expected return of an individual stock with a beta coefficient of $0\mathrm{.}5$ is a quadratic function of the risk$-$free rate.

F$.$ None of the above statements are correct.