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4. Let X; = 3+ Wt o.swt_1,x= 1,2,3, .. where we is i.i.d. N[U,02), where a = 2. 1. Compute E(X) and Var(X). (5 points)

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4. Let X; = 3+ Wt o.swt_1,x= 1,2,3, .. where we is i.i.d. N[U,02), where a = 2. 1. Compute E(X) and Var(X). (5 points) 2. Find the correlation between X; and W34. (5 points)

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