Question: ughly as possible. Be sure to include all your work. Partial credit will be given even if the answer is not fully correct. Let xt

ughly as possible. Be sure to include all your work. Partial credit will be given even if the answer is not fully correct. Let xt be i.i.d. standard normal random variables, while t i.i.d.N (2, 16). Suppose xt and t are all mutually uncorrelated. In addition, yt follows the process in (1): yt = 1 + 0.25xt + t (1) 1. Given the process in eqn (1), what is average value of yt? 2. Suppose you are given a particular value for xt, i.e. xt = 8. What is the average value of yt you expect to see conditional on this value of xt? 3. Suppose you are given a particular value for xt, i.e. xt = 8. What is the standard deviation of yt you expect to see conditional on this value of xt? 4. What is the (unconditional) variance of yt? 2

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