4. Let yt be the AR(1)+ARCH(1) model at(yt)=t+at12,=(yt1)+at, where t is i.i.d. WN (0,1). Suppose that =0.4,=0.45,=1, and 1=0.3. 44814 GARCH Models (a) Find E(y2y1=1,y0=0.2). (b) Find Var(y2y1=1,y0=0.2). 4. Let yt be the AR(1)+ARCH(1) model at(yt)=t+at12,=(yt1)+at, where t is i.i.d. WN (0,1). Suppose that =0.4,=0.45,=1, and 1=0.3. 44814 GARCH Models (a) Find E(y2y1=1,y0=0.2). (b) Find Var(y2y1=1,y0=0.2)