Suppose the real risk-free rate is 3.00%, the average expected future inflation rate is 4.00%, and a maturity risk premium of 0.10% per year to maturity applies, L.e., MRP =0.10%(t). where t is the years to maturity What rate of return would you expect on a 1-year Treasury security, assuming the pure expectations theory is NOT valid? Include the cross-product term, i.e, if averaging is required, use the geometric average. (Round your final answer to 2 decimal places.) a. 7.15% b. 895% c. 7.22% d. 7.80% e. 8.22%