a) Consider the wide sense stationary process X(t) with autocorrelation function Rx(T) = 10 sinc (2000 r) i) Determine the average power of X(t). ii) Determine the power spectral density of Sx (f). b) Let (t)=A cos(wt + (), where A-N(0,5), and B has a uniform distribution over [-n, I]. i) Is X(t) wide sense stationary? Provide a brief justification. ii) Is X(t) mean ergodic? Provide a brief explanation