A question about FRM

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题目如下：好像是2002年的一个真题。
Company B makes a bid for company A at $15 per share.
A merger arbitrage manager acquires a long position in A and a short position in B.
When constructing the variance-covariance matrix for the var calculation,which of the following is the best choice when computing the volatilies and correlations?

A:EWMA volatility, EWMA correlation
B:EWMA volatility, Equal weight correlaion
C:Equal weight volatility,  EWMA correlation
D:Equal weight volatility,  Equal weight correlaion

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关键词：question About Quest Bout abo FRM matrix Merger EWMA variance-covariance

I think the answer should be C

Why? We need the process of answering the question.

答案好像是D（我也不确定）

怎么没人回答啊，自己顶一个