answer all questions with explanation

A stochastic process X (t) is defined via: X (t, w) = A(w)t + B(w), te [-1, 1], where A(w) ~ U([-1, 1]) and B(w) ~ U([-1, 1]) are statistically independent random variables. For this process: 2.a) plot two sample realizations a1 (t) and x2(t). 2.b) Determine the first-order PDF fx (x; t) associated with it. 2.c) Determine the mean #r(t) and variance o? (t). 2.d) Determine the autocorrelation Rea (t1, t2) and the auto-covariance Car (t1, t2) associated with it