An investor bought a stock for $14 (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 $5 (at t=1). Inflation over the past year (from t=0 to t=1) was -2% pa (note the negative sign), given as an effective annual rate. Which of the following statements is NOT correct? The stock investment produced a: Select one: a. Nominal capital return of -64.285714% pa. O b. Nominal total return of -57.142857% pa. O c. Real capital return of -63.556851% pa. O d. Real income return of 2.603082% pa. O e. Real total return of -56.268222% pa