An investor bought a stock for $16 (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 $13 (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? All answer options are rounded to 6 decimal places. The stock investment produced a: Question 11 Select one: a. Nominal capital return of -12.5% pa. b. Nominal income return of 6.25% pa. c. Real capital return of -17.091837% pa. d. Real income return of 6.377551% pa. e. Real total return of -10.714286% pa