Consider the time series Yt = A + Bt + Xt, te Z, where A and B are random variables that are independent of the covariance stationary time series {Xt, tEZ} whose mean and autocovariance functions are denoted ux and yx (h), h = 0, 1, 2, ..., respectively. What is the variance function of the time series { VY,tEZ}? O Var(B) + 2(1x(0) - Yx(1)) O Var(A) + Var(B) + LYx (h) h=0 O Var(A) + Var(B) O Var(B) + Yx(0)