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Consider the process: y t = 2 + 0 . 5 l o n t - 1 + l o n t with l o

Consider the process:
yt=2+0.5lont-1+lont with lontN(0,t2)
t2=1+0.3lont-12+0.2t-12
Find the unconditional variance of yt, i.e., Var[yt].
1
1.25(This is not the answer)
2.5
2
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