A white-noise process has the autocorrelation function Rx(T) = oX 8(t) has a power spectral density given by .a O SX(w) = ox/2 .b O SX(w) = 20x .c O SX(w) = ox8(x) %3! .d O SX(w) = ox A random process X(t) = A, where A is random variable uniformly distributed over [0,1] can be described as Neither mean-ergodic nor correlation-ergodic .a O Mean-ergodic and not correlation-ergodic.b O Not mean-ergodic and correlation-ergodic .c O Mean-ergodic and correlation-ergodic .d O