Consider the following MA(1) - TGARCH-in-Mean model for equity returns. rt=0.5+0.2t2+0.3ut1+utt2=0.8+0.2ut12+0.7t12+0.4ut12It1 Given that you observe ut1=0.5 and t1=0.4, the optimal forecast of the equity return for time t (i.e. for rt ) is: Select one: a. 0.8624 b. 1.0620 C. 0.9620 d. None of these. e. 0.8424 Consider the following MA(1) - TGARCH-in-Mean model for equity returns. rt=0.5+0.2t2+0.3ut1+utt2=0.8+0.2ut12+0.7t12+0.4ut12It1 Given that you observe ut1=0.5 and t1=0.4, the optimal forecast of the equity return for time t (i.e. for rt ) is: Select one: a. 0.8624 b. 1.0620 C. 0.9620 d. None of these. e. 0.8424