Consider a portfolio that rose in value by 2.5%. Using a prior return volatility estimate of 2.2% and a GARCH model with c = 0.00001, alpha = 0.17, and beta = 0.69, what is the updated return volatility for this portfolio? Note: Your answer in must be expressed in percentage terms and accurate to within 0.01%. E.g., if you find an updated volatility of 1.23%, then put 1.23 as your