Suppose that a change in the expected inflation rate leads supply and demand to adjust so that the after$-$tax expected real interest rate is unchanged at $2\mathrm{.}0$ percent. The tax rate is $30$ percent. Initially, the expected inflation rate is $3\mathrm{.}0$ percent. If the expected inflation rate rises from $3$ percent to $6$ percent, the nominal interest rate

Select one:

a$.$ rises by $3$ percent.

b$.$ rises by $4\mathrm{.}25$ percent.

C$.$ falls by $4\mathrm{.}25$ percent.

d$.$ falls by $3$ percent.