Suppose the real risk-free rate is 2.9096 and the future rate of inflation is expected to be constant at 2.30%6. What rate of return would you expect on a 1-year Trensury security, assuming the pure expectations theory is valid? Disregard cross-product lerms, i. if avenging is required, use the arithmetic average. a. 5.20% b. 2.97% c 4.05% d. 2.90% e. 2.60%