There may be many ways to do this. Are these three ways to represent reflexive relation using set builder notation? If not, the how to represent
$$\{a | a \in A, (a, a) \in R\} -(1)$$
$$Or$$
$$\{\forall a | a \in A \rightarrow (a, a) \in R\}- (2)$$
$$Or$$
$$ \forall a \{ a \in A \rightarrow (a, a) \in R\}- (3)$$
Assuming you are asking for "the set of all reflexive relations on $A$," then you'd want $$\{R \in \mathcal{P}(A\times A) \mid \forall a(a \in A \to (a,a)\in R)\}$$
Of your choices, only (1) properly represents a set. If we're given a set $A$ and a relation $R$ on $A$ then we have $A = (1)$ if and only if $R$ is reflexive, but that's the most you could say.