Q-80. In the covariance-stationary ARMA(1, 1), $Y_t = 0.3 + 0.5Y_{t-1} - 0.6\epsilon_{t-1} + \epsilon_t$, where $\epsilon_t \sim WN(0, \sigma^2)$, what is the long-run mean $E[Y_t]$?

A. $E[Y_t] = 3.0$; B. $E[Y_t] = -0.6$; C. $E[Y_t] = -3.0$; D. $E[Y_t] = 0.6$;