answer both questions with detailed explanation

5. Consider the process Xt = agt-1 + 5, & ~i.id. N(0,1) Vi = 0,1, 2,..., a ER. Choose the correct statements about this process. V 1 1 Var = EXi = T (1 + a)2 - 2a TH T2 OXt is ergodic X is stationary 1 - Var = TH Ex - (1+a) T 6. Let Xt be such process that E[Xi] = 0, K(t, s) = 2 . Choose the correct statements about this process. Xt is ergodic Xt is stationary Xt is stochastically differentiable Xt is continuous in the mean-squared sense