Which one of the following four statements on models for estimating volatility

Which one of the following four statements on models for estimating volatility is incorrect?

a. In the RiskMatericsTM EWMA model. some positive weight is assigned to the long-run average variance rate.

b. In the RiskMetricsTM EWMA model. the weights assigned to observations decrease exponentially as the observations become older.

c. In the GARCH (1.1) model. a positive weight is estimated for the long-run average variance rate.

d. In the GARCH (1.1) model. the weights estimated for observations decrease exponentially as the observations become older.