Question: You estimate an AR(3) model without an intercept and obtain 1 = 0.213, 02 = 0.312 and 3 = -0.123. What is the next period's

You estimate an AR(3) model without an intercept and obtain 1

You estimate an AR(3) model without an intercept and obtain 1 = 0.213, 02 = 0.312 and 3 = -0.123. What is the next period's return estimate if the last five observed returns are {0.214%, 0.124%, 0.412%, 0.421%, 0.142%} for {t-4, 1-3, t-2, t-1, t} respectively? Round up to the third decimal. Select one: O a. 0.034% O b. 0.100% Oc. 0.202% od 0.111%

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