Let {Et, t = 0, 1, 2, ...} be white noise with unit variance. Consider a covariance stationary process that begins at t 0 and is defined as follows: Yo = CI60; Y1 = C2Yo+ 61, and Yt = $1 Yt-1 + $2Yt 2 + et,t= 2,3, ... What is the value of C2 if it is known that Corr(Yo, Yi) = 1 - 12 (Hint: Equate the variance at time t to the variance at time 0 and solve.) O 1 - $1 - 92 O 1 + $1+ $2 (1 -$1) (1-42) O 1 - 2 (1 - $7 -$2)(1-$2) - 2042 O None of the answers are correct