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We are given that Z(t) = X cos (2t) + Y sin (2t). X and Y are independent Gaussian Random Variables with zero mean and

We are given that Z(t) = X cos (2t) + Y sin (2t). X and Y are independent Gaussian Random Variables with zero mean and unit variance. a) Find the mean and autocovariance of Z(t) b) Is Z(t) wide sense stationary? Is Z(t) stationary? Give reasons for your answers

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