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Part 1 1. The most recent estimate of the daily volatility of an asset is 1.5% and the price of the asset at the close

Part 1 1. The most recent estimate of the daily volatility of an asset is 1.5% and the price of the asset at the close of trading yesterday was $30.00. The parameter in the EWMA model is 0.94. Suppose that the price of the asset at the close of trading today is $30.50. How will this cause the volatility to be updated by the EWMA model?

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