Could you please write down the details of the solution? It will be really helpful! Thanks.

Consider a covariance stationary GARCH (1,1) process for an excess return series {rt}, where rt+1t+12=t+1zt+1=+rt2+t2 where {zt} is a sequence of independent standard normal random variables, >0 and >0,>0,+0 and >0,>0,+