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3. Consider a random walk Y =+Y, + where Yo=c and e~id N(0,02). (a) Show that E(Y) =c+ tu and Var(Y) = to. (b)

3. Consider a random walk Y =+Y, + where Yo=c and e~id N(0,02). (a) Show that E(Y) =c+ tu and Var(Y) = to. (b) Using the observed values (31, 3n), obtain the predicted value of Y, at time n + 10.

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