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Consider at = rim/w + 061a?_1 (T: H) : $(7't1 M) + a, where {at} is a sequence of i.i.d. N (0, 1) random variables.

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Consider at = rim/w + 061a?_1 (T: H) : $(7't1 M) + a, where {at} is a sequence of i.i.d. N (0, 1) random variables. Suppose 0.4, g!) = 0.45, w = 1, 051 = 0.3. p Find the following: 0 IECFQ | T1 : 1,?"0 : 0.2) O Var('r2 l T1 21,?"0 : 0.2)

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