Consider the ARCH(1) model for a financial time series 11=04&t. o= 0 + 0172_, where {en} is white noise with unit variance, co > 0 and a 20. Assume that {r} is a stationary process. (a) Show that has zero mean and unconditional variance CO Var(r) = if 0 0 and a 20. Assume that {r} is a stationary process. (a) Show that has zero mean and unconditional variance CO Var(r) = if 0