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What does it mean if $\backslash (\backslash$beta$\_\{\backslash$mathrm$\{$i$\}\}\backslash )$ is equal to zero?

It means the ith stock has only systematic risk but no unsystematic risk.

It means the ith stock has no risk.

It means the ith stock's returns are not affected by the factor.

It means that actual return $\backslash (=\backslash )$ expected return $\backslash (+\backslash$varepsilon$\_\{$i$\}\backslash )$