Q-82. Assume the following covariance stationary ARMA(2, 2):

$$Y_t = 0.2 + 0.4Y_{t-1} - 0.3Y_{t-2} + 0.6\epsilon_{t-1} + 0.1\epsilon_{t-2} + \epsilon_t \\ \epsilon_t \sim WN(0, \sigma^2)$$