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In the covariance-stationary ARMA(1, 1), Yt=0.3+0.5Yt−1−0.6ϵt−1+ϵtY_t = 0.3 + 0.5Y_{t-1} - 0.6\epsilon_{t-1} + \epsilon_tYt=0.3+0.5Yt−1−0.6ϵt−1+ϵt, where ϵt∼WN(0,σ2)\epsilon_t \sim WN(0, \sigma^2)ϵt∼WN(0,σ2), what is the long-run mean E[Yt]E[Y_t]E[Yt]?
A
E[Yt]=3.0E[Y_t] = 3.0E[Yt]=3.0_
B
E[Yt]=−0.6E[Y_t] = -0.6E[Yt]=−0.6_
C
E[Yt]=−3.0E[Y_t] = -3.0E[Yt]=−3.0_
D
E[Yt]=0.6E[Y_t] = 0.6E[Yt]=0.6_
