answer both questions with explanation

Question no. 8 We consider the process {X(t), t > 0} defined by X(t) = e-Yt, for t > 0, where Y is a continuous random variable whose density function is fy (y), for y 20. (a) Find f(x; t) in terms of fy (y). (b) Calculate E[X(t)] and Rx (t1, t2) when Y has an exponential distribution with parameter 1