Suppose the real risk-free rate is 4.20%, the average expected future inflation rate is 4.40%, and a maturity risk premium of 0.15% per year to maturity applies, 1.0., MRP 0.15%(t), where t is the number of years to maturity, hence the pure expectations theory is NOT valid. What rate of return would you expect on a 4- year Treasury security? Disregard cross-product terms, i.e., if averaging is required, use the arithmetic average, O a. 8.60% b.9.20% O C.3.07 d. 559 e 9.389