5. For the purpose of updating volatility for an asset return series, your colleague Anita is trying to choose between an EWMA and a GARCH(1,1) volatility model. Among the following reasons, which is the BEST reason to prefer the EWMA over the GARCH(1,1) model? A. She wants to forecast forward volatility B. She wants to incorporate the concept of mean reversion into the model C. She wants the weights assigned to the historical returns to decline exponentially D. In terms of best fit, her GARCH(1,1) alpha parameter is 0.92 and beta parameter is 0.13