Using Long-term Bond or Short term bill rate

I find the curriculum to be very unclear on whether to use a long-term bond rate or short-term t-bill rate when calculating the required return for a stock.

In the curriculum it says to base it on the time period. Simple enough and I understand that. However, there are times when you calculate the required return using CAPM or the Fama-French Model and you are given a long-term and short-term rate. How would you know to use which rate if it says nothing about your time period?

I’ve also had the same problem when calculating the equity risk premium.

Does anyone have a definitive rule that they’ve read in the curriculum on which rate to use? I can’t find one and it seems like there is contradicting information between the readings and some practice problems.

So from what I’ve read, learnt and used you use short term bond yields only for Fama French and otherwise for other models you use long term yields. You even use long term yields for calculating risk premium.