Suppose the real risk-free rate is 3.50% and the future rate of inflation is expected to be constant at 4.80%. What rate of return would you expect on a 1-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. 8.38%
B. 9.79%
C. 8.80%
D. 8.30%
E. 9.38%


Answer: D

Business

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