Which of the following process is covariance stationary:

(a) Xt= A sin(2t + ), where A is a constant, and is a random variable that is uniformly distributed on [0, 2].

(b) Xt= A sin(2t + ), where A is a random variable with zero mean and unit vaiance, and is a constant.

(c) Xt= (1)^t A, where A is a random variable with zero mean and unit variance.