Suppose that the daily log return of a security follows the model rt = 0.01+0.2rt2+at ,where at is a white noise series with mean zero and variance 2 a = 0.02. What are the mean and variance of the return series rt? (6 points) Compute the lag-1 and lag-2 autocorrelations of rt . (6 points) Assume that r100 = 0.01, and r99 = 0.02. Compute the 1- and 2-step-ahead forecasts of the return series at the forecast origin t = 100. (6 points) What are the associated standard deviations of the forecast errors? (6 points)