Suppose the real risk$-$free rate is $3\mathrm{.}65\%$ and the future rate of inflation is expected to be constant at $3\mathrm{.}90\%.$ What rate of return would you expect on a $1-$ year Treasury security, assuming the pure expectations theory is valid? Include cross$-$product terms, i$.$e$.,$ if averaging is required, use the geometric average. $($Round your final answer to $2$ decimal places.$)$

a$.4\mathrm{.}04\%$

b$.7\mathrm{.}69\%$

c$.7\mathrm{.}55\%$

d$.3\mathrm{.}79\%$

e$.3\mathrm{.}65\%$