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A time series (y ] follows an MA(2) model: y. = 2 + wt + 0.5uf-1 + 0.4u-2. Assume that up is a white noise

A time series (y ] follows an MA(2) model: y. = 2 + wt + 0.5uf-1 + 0.4u-2. Assume that up is a white noise series with a mean of O and a variance of 2. Please calculate Var(y ) (i.e. the variance of ) O 2.96 O 1.41 O 2.82 O 1.98

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