Which of the following criticisms of standard ("plain vanilla") GARCH models can be overcome by EGARCH models?

i) Estimated coefficient values from GARCH models may be negative

ii) GARCH models cannot account for leverage effects

iii) The responsiveness of future volatility to positive and negative shocks is symmetric under a GARCH formulation

iv) GARCH models cannot allow for a feedback from the volatility to the returns
(A)(ii) and (iv) only (B)(i) and (iii) only (C)(i), (ii), and (iii) only (D)(i), (ii), (iii), and (iv)
C