.4. (16 pts) A Gaussian random process is one where all finite order distributions are jointly Gaussian distributed. Suppose that X(t) is a continuous-time Gaussian random process with mean and covariance functions given by my(t) = E[X(t)] = cos (n.) and Cy(tį, tą) = 0.3e-4167-621. (a) Is this process stationary? Why or why not? (2 pts) (b) Write the variance function for X(t), Var[X(t)], for all –