Question 6 Suppose you me given a non-stationary AR (unit root without a drift) process of the Incorrect following for Mark 0.00 out of 1.0 0 & - WN(Q. 0 ) Which of the following statements is true?" A. Conditional mean is not defined for this process B. Unconditional mean is constant for this process C. Unconditional variance is not detined or is infinite for this process D. Conditional variance is pot detined for this process It None of the above Select one: A. B. C. O D. & E