Let {a} be a sequence of i.i.d. N (0, 1) random variables, and let at = start, of = 1 + 0.35034, rt 2 3 + 0.72734 | at, where rt is stationary. Find the following: o The mean of T: o The variance of r; o The autocorrelation function of 7",; (in a closed form) a The autocorrelation function of a? (in a closed form)