The model that will take the shortest time to revert to its mean is the model with the lowest persistence defined by α+β. So B is the right answer with α+β=0.97.
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The model that will take the shortest time to revert to its mean is the model with the lowest persistence defined by $\alpha + \beta$. So B is the right answer with $\alpha + \beta = 0.97$. | Financial Risk Manager Part 1 Quiz - LeetQuiz