(2 points) Empirical studies have shown fat-tailed distributions of stock returns. Which of the following scenarios will be most likely for us to observe a fat-tailed distribution? We have a small kappa, a small theta, and a small lambda in a GARCH(1, 1) model. We have a small kappa, a large theta, and a large lambda in a GARCH(1, 1) model. We have a small kappa, a large theta, a positive rho, and a small gamma in a Heston stochastic volatility model. We have a small kappa, a small theta, a large rho, and a small gamma in a Heston stochastic volatility model