Suppose the real risk-free rate is 2.50% and the future rate of inflation is expected to be constant at 7.00%. What rate of return would you expect on a 5-year Treasury security, assuming the pure expectations theory is valid? Disregard cross-product terms, i.e., if averaging is required, use the arithmetic average.

A. 9.50%
B. 11.59%
C. 7.70%
D. 7.41%
E. 8.46%


Answer: A

Business

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