equity eoc doubt ( reading 28 question 7 )

can someone explain this question.

given:

geometric mean return relative to 10yr govt bond over 10yrs is 2% per year. forward divd yield on index is 1%. Although yield curve usually upward slopping , currently govt yield curve is inverted , at short end yields are 9% and 10yr maturities yields are 7%

Q. Common stock issues in the above market with average systematic risk are most likely to have required rate of return.

a. 2-7 % b. 7-9% c. 9% or higher (answer is c)

anyone?

The equity risk premium is 4.29% using Ibotson-Chen. With a beta of 1, and Rf of 7%, the required return is >9%. Use any other equity risk premium model, and you’ll get the same answer. The key here is that they are asking for the required return on equities, not just the risk premium.