First of all, a String is immutable. You might think this is not important for your question, but actualy it's important whenever you are developing.
If I look at your code snippet, I'm pretty sure you have no knowledge of immutable objects so I advice you to make sure you fully understand the concept.
More information regarding immutable objects can be found: http://en.wikipedia.org/wiki/Immutable_object
Basicly, it means one can never modify a string object. Strings will always point to a new object whenever we change the value.
That's why the Replace method returns a value, which's documentation can be found here: https://msdn.microsoft.com/en-us/library/system.string.replace%28v=vs.110%29.aspx and states clearly that it Returns a new string in which all occurrences of a specified string in the current instance are replaced with another specified string.
In your example, you aren't using the return value of the Replace function.
Could you show us that the string values are actuably being replaced from your a variable? Because I do not believe this is going to be the case. When you visualize a string, carriage returns (\r) are not visual and replaced by an actual carriage return. If you debug and take alook at the actual string value, you should still see the \n.
Take the following code snippet:
var someString = "Hello / world";
someString.Replace("/", "");
Console.Log(someString);
You might think that the console will show "Hello world". However, on this fiddle you can see that it still logs "Hello / World": https://dotnetfiddle.net/cp59i3
What you have to do to correctly use String.Replace can be seen in this fiddle: https://dotnetfiddle.net/XCGtOu
Basicly, you want to log the return value of the Replace function:
var a = "Some / Value";
var b = a.Replace("/", "");
Console.WriteLine(b);
Also, as mentioned by others in the comment section at ur post, you are not replacing the contents of the file, but the string variable in your memory.
If you want to save the new string, make sure to use the Write method of the FileStream (or any other way to write to a file), an explanation can be found here: How to Find And Replace Text In A File With C#
Apart from all what I have been saying throughout this answer, you should not replace both inverted comma's and carriage returns in a file in most cases, they are there for a reason. Unless you do have a specific reason.