Question: Consider a rundom walk with drift and noise: =c+-++ A (2) where (e) is white noise with Ele]0 > 0; Am-- () is white

Consider a rundom walk with drift and noise: =c+-++ A (2) where (e) is white noise with Ele]0 > 0; Am-- () is white noise with E[]=> 0: El.]=0 for any t and s; = 0; 36 is a non-stochastic initial value. (a) Show that=ext +++ (b) Compute El (c) Compute(0) Var[] (d) Compute(h) Cov,- for 21.

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