Let rį be a stationary AR(1) process with r=1.5+0.8 rt-1+Vt, where the error terms v1, V2, V3, .. are independent N(0,4) random variables. Match the following statements to the corresponding answers. The unconditional variance Var(rt) is: 11.11 The correlation between rt and rt-1 is: The unconditional expectation E(rt) is: 0.8 The conditional expectation E(rt | rt-1=0) is: 1.5 The conditional variance Var(rt | rt-1, ľt-2,.…..) is: 7.5

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