Suppose the parameters in a GARCH (1,1) model are w=0.000002, a=0.04, p=0.94. If the current variance is 0.03% per day, what volatility should be used to price 40-day options? . : O A. 25.8% per annum O B. 24.4% per annum O C. 22.6% per annum o D. 20.9% per annum Suppose the parameters in a GARCH (1,1) model are w=0.000002, a=0.04, p=0.94. If the current variance is 0.03% per day, what volatility should be used to price 40-day options? . : O A. 25.8% per annum O B. 24.4% per annum O C. 22.6% per annum o D. 20.9% per annum