Suppose the real risk-free rate is 3.50%, the average future inflation rate is 2.25 %, and a maturity premium of 0.10% per year to maturity applies, i.e., MRP = 0.1 O%(t-I), where t is the years to maturity. What rate of return would you expect on a 6-year Treasury security?

a. 5.95 % b. 6.05 % c. 6.15% d. 6.25% e. 6.35 %