37. Chapter MC, Section .06, Problem 076.Algo Suppose the real risk-free rate is 3.60% and the future rate of inflation is expected to be constant at 2.60%. What rate of return would you expect on a 1-year Treasury security, assuming the pure expectations theory is valid? Include cross-product terms, i.e., if averaging is required, use the geometric average. (Round your final answer to 2 decimal places.) Oa. 6.20% Ob. 3.69% Oc. 6.29% Od. 3.60% Oe. 2.69%