7. The most recent estimate of the daily volatility of an asset, o(n-1), is 3.0% and the price of the asset at the close of trading yesterday was $42.00. The price of the asset at the close of trading today is $45.78. In order to update the volatility, you are trying to choose between two different volatility models: EWMA with lambda parameter, 1 = 0.780 GARCH(1,1) with parameters a = 0.110, B = 0.850, and w = 0.00040 You are keenly interested in the weights each model assigns to historical returns. Which model assigns more weight to the squared return that occurred ten (10) days prior to today, u(n-10)^2? (note: assume an infinite series of weights rather than a truncated series) A. EWMA assigns 8.14% to return^2 that is ten days old, u(n-10)^2, which is more than GARCH B. GARCH assigns 2.55% to return^2 that is ten days old, u(n-10)^2, which is more than EWMA C. They both assign the SAME weight of 1.13% to return^2 that is ten days old, u(n-10)^2 D. We do not have enough information because the long run variance in GARCH(1,1) is not given