Let X(t) and Y (t) be independent wide-sense stationary random processes with means mX and mY and autocorrelations RX (t) and RY (t), respectively. Let Z(t) be the random process defined by Z(t) = X(t) Y (t). Show that Z(t) is wide-sense-stationary(WSS) and compute its autocorrelation function in terms of RX (t) and RY (t)