An investor bought a stock for $16(att=0 ) and one year later it paid a $1 dividend (at t=1 ). Just after the dividend was paid, the stock price was $21 (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 31.25% pa. b. Nominal income return of 37.5% pa. c. Real capital return of 33.928571% pa. d. Real income return of 6.377551% pa. e. Real total return of 40.306122% pa