Can you please provide the explanation, formula and correct answer for the problem above?

The expected annual inflation rates for the coming 5 years are listed in the following table: The real risk-free rate for a five-year debt security is 1%. The current yield for a five-year Treasury note is 5%. Assume that the liquidity premium for the security is 0%, what is the maturity risk premium of the security? Select one: 0 a. 2.5% 0 b. 3.5% c