Please solve asap

A Random Telegraph Signal with rate > > 0 is a random process X(t) (where for each t, X(t) E {+1}) defined on [0, co) with the following properties: X(0) = 41 with probability 0.5 each, and X(t) switches between the two values #1 at the points of arrival of a Poisson process with rate A i.e., the probability of k changes in a time interval of length T is P(k sign changes in an interval of length T) = e-AT ( AT ) K k! (a) Find the first-order PMF of the process X (t). (b) Find E[X(t) ] (c) Find the autocorrelation function of X. (d) Find the power spectral density of X