The Following Premiums Apply to a 3-Month Bond: Interest Rate

The following premiums apply to a 3-month bond: interest rate risk premium = .2%; real return = 2.4%; default premium = .8%; inflation premium = 1.2%. What is the expected nominal interest rate on a default-free security that has 3 months to maturity?

A) 1.9%
B) 2.0%
C) 2.1%
D) 3.3%
E) 3.6%