2+5 1 + 1?: .'B_II_ w. t 6t]. 6t2 t Assume the variance of wt is 03, = 1. Suppose we observe $100, $99, ' - . . Hint: 1 %z + #52 = (1 zl z). (c) Given Cgg = 5 and X 100 = 7, forecast X101 and X102. (4 points)(e) What is the standard error of the forecast error for the forecast of $103? (4 points)