An analyst has attempted to get some insight into the relationship between the return on stock A (R_A,t) and the return on the Nasdaq Composite index (R_NC,t). The analyst gathers historical data and comes up with the following estimates:

• Expected mean return for A: 10%
• Annual mean return for Nasdaq Composite: 6%
• Annual volatility for Nasdaq Composite: 15%
• Covariance between the returns of A and Nasdaq Composite: 5%

The analyst formulates the following regression model using the data: $R_{A,t} = \alpha + \beta R_{NC,t} + \epsilon_t$

Using the ordinary least squares technique, which of the following models will the analyst obtain?