Let W(t), t > 0 be a standard one-dimensional Brownian motion process, and define a stochastic process X (t ) , t > 0 by X(t) = e-t/2W(et) h. Derive the mean function of X (t). i. Derive the autocovariance function of X (t). j. Derive the variance function of X(t). k. Is X(t) a stationary process? Explain. I. Find the expected power in X (t). m. Derive the power spectral density of X(t)