An investor bought a stock for $$18($at t$=0)$ and one year later it paid a $$1$ dividend $($at t$=1).$ Just after the dividend was paid, the stock price was $$7($at t$=1).$ Inflation over the past year $($from t$=0$ to t$=1)$ was $4\%$ pa$,$ given as an effective annual rate. Which of the following statements is NOT correct? All answer options are rounded to $6$ decimal places. The stock investment produced a:

Question $3$Select one:

a$.$

Nominal capital return of $-61\mathrm{.}111111\%$ pa$.$

b$.$

Nominal income return of $5\mathrm{.}555556\%$ pa$.$

c$.$

Real capital return of $-62\mathrm{.}606838\%$ pa$.$

d$.$

Real income return of $2\mathrm{.}077398\%$ pa$.$

e$.$

Real total return of $-57\mathrm{.}264957\%$ pa$.$