Task: Question Answering
Input (English): Consider the following AR(1) model with the disturbances having zero mean and unit variance

yt = 0.2 + 0.4 yt-1 + ut

The (unconditional) mean of y will be given by
(A)0.2 (B)0.4 (C)0.5 (D)0.33
Output (English): D