An investor bought a stock for $15 (at t=0 ) and one year later it paid a $0 dividend (at t=1 ). Just after the dividend was paid, the stock price was $15 (at t=1 ). Inflation over the past year (from t=0 to t=1 ) was 4% 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 0% pa. b. Nominal income return of 0% pa. c. Real capital return of 4% pa. d. Real income return of 0% pa. e. Real total return of 4.166667% pa