Marion anticipates inflation rates of 2.1% in Year 1, 2.7% in Year 2, and a consistent 3.65% from Year 3 onwards for Treasury securities. Assuming a constant real risk-free rate of 1.95%, the yield on 5-year Treasury securities is 6.00%. The maturity risk premium (MRP) for five year security should be________.

A) 0.80% B) 0.90% C) 0.70% D) 0.10%