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Consider the following AR(1) model with the disturbances having zero mean and unit variance: y = 0

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Consider the following AR(1) model with the disturbances having zero mean and unit variance: y = 0.4 +0.27:- +2. The (unconditional) variance of y will be given by ? Select one: a. 2 b. 0.96 1.25 d. None of the options e. 1.04