$5.$ Suppose we are estimating a model for the return on a bond r$\_$t of the form, r$\_$t$=\backslash$gamma $\_0+\backslash$gamma $\_1$ r$\_$t$-1+$u$\_$t where u$\_$t is an error term $($a$)$ Explain the difference between the conditional variance and the unconditional variance of r$.$ Which of the two is more relevant for financial decision making?