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202. Until December 2012, the Kenyan shilling had shown very small historical volatility against the South African Rand. On December 19th, Kenya abandoned the defense

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202. Until December 2012, the Kenyan shilling had shown very small historical volatility against the South African Rand. On December 19th, Kenya abandoned the defense of the currency peg. Select the method of calculating volatility that would have shown the greatest jump in measured historical volatility. (Using the data from the close of business on December 19th.) A. 150-day equal weight B. 100-day equal weight C. Exponentially weighted with a decay factor of 0.92 D. Exponentially weighted with a decay factor of 0.97

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