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Let yt be the observed stock price at time t. Which of the following model is the unit root model? a. yt=2+0.1yt1+et. b. yt=1+0.1yt1+et. c.

Let yt be the observed stock price at time t. Which of the following model is the unit root model? a. yt=2+0.1yt1+et. b. yt=1+0.1yt1+et. c. yt=2+yt1+et. d. yt=1+1.1yt1+et. e. yt=1+yt1+et. Clear my choice

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