Question 4 [9 marks] Consider the process described by 11 Xt = -72Xt-1 +4Xt-2+ Zt -10Zt-1 + 10Zt-2, tez, where Z, is a zero-mean white noise process with var(Z,) = 1 for all te Z. (a) Determine if the process X, is causal and also if it is invertible [3 marks]. (b) Calculate an approximation of cov(X, Xt+1) using only the first three terms in the appropriate expansion and writing your answer to four decimal places [3 marks]. (c) Find the approximation 3 V n, (B'X) . =-3 [3 marks]