Consider the time series Yt = A + Bt + X, te Z, where A and B are random variables that are independent of the covariance stationary time series {Xt, tez} whose autocovariance function is denoted Yx (h), h = 0, 1, 2, ... What is the mean function of the time series {VY,tEZ}? O E[A] O E[A] + tE[B] + ux O E[B] O E[B] + MX