Consider a stock with daily returns that follow a random walk. The annualized volatility is 34%. Estimate the weekly volatility of this stock assuming that the year has 52 weeks. Assume an asset price variance increases linearly with time. Suppose the expected asset price volatility for the next two months is 15% (annualized), and for the one month that follows, the expected volatility is 35% (annualized). What is the average expected volatility over the next three months?