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1. Suppose {Eg}'s are i.i.d. NH], 1) random variables, that at = 5:01: of = 1 + 0.35af_1, and that T3 = 3 'i 0.72T_1

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1. Suppose {Eg}'s are i.i.d. NH], 1) random variables, that at = 5:01: of = 1 + 0.35af_1, and that T3 = 3 'i\" 0.72T_1 "i" at. We further know that T; is stationary. c Find the mean of n. c Find the variance of rt. 0 Find the autocorrelatiou function of ft (in a closed form). 0 Find the autocorrelatiou function of a? (in a closed form)

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