X(t) and Y(t) are independent wide sense stationary processes with expected values X and Y and autocorrelation

X(t) and Y(t) are independent wide sense stationary processes with expected values μX and μY and autocorrelation functions RX(τ) and RY(τ), respectively. Let W(t) = X(t)Y(t).
(a) Find μW and RW(t, τ) and show that W(t) is wide sense stationary.
(b) Are W(t) and X(t) jointly wide sense stationary?