Suppose that {yt : t = 1, 2, ...} is generated by yt = do + dit + et, where or # 0, and {et : t = 1, 2, ...} is a white noise process with mean zero and variance of TRUE or FALSE (a) ye is a white noise process. (b) yt is covariance stationary. (c) yt - Ely] is covariance stationary, where Ely] is the expected value of yt- (d) y is an autoregressive process. (e) ye is a moving average process. (f) yt - (60 + 6, t) is covariance stationary