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2. (16 marks) Consider again the process Xt = 0.3Xt-1 + at - 0.6at-1 with 02 =4. Given that X99 = 4.8, X100 = 0.6,

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2. (16 marks) Consider again the process Xt = 0.3Xt-1 + at - 0.6at-1 with 02 =4. Given that X99 = 4.8, X100 = 0.6, agg = 1.2. (a) (6 marks) Find X 100 101 , 100 102 , and X 100 103 - (b) (6 marks) Find p100 101 > 102, and p100 103 - (c) (4 marks) Suppose X101 = -0.5, find X 101 103 and p101 103

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