Please help me with this exam practice question.

Let A and Q be two independent random variables, Where A is normal Gaussian with mean 0 and variance 1, and Q is uniform over [0, 271']. Consider a continuous-time random process S(t) with S(t) = Acos(wt + Q), for t E R, Where w is a constant. (Note that A and Q are not functions of t.) (a) Find E[S(t)], VaT[S(t)] and the autocorrelation function Rs(t1, t2). (b) Is S (t) stationary? Explain your