are independent N(0,4) Let rt be a stationary AR (1) process with rt=1.5+0.8 rt-1+Vt, where the error terms V1, V2, V3, random variables. Match the following statements to the corresponding answers. The unconditional variance Var(rt) is: 11.11 The correlation between rt and rt-1 is: 4 The unconditional expectation E(rt) is: 0.8 The conditional expectation Ert | rt-1=0) is: 1.5 The conditional variance Var(rt 1 rt-1, rt-2...) is: 7.5 A