Question

Write all your steps leading to the answers.
A process X(t) is given by X(t)= Acosω_0t+Bsinω_0t, where A and B are independent random variables with E{A}=E{B}=0 and σ^2_A=σ^3_B=1. ω_0, is a constant. Find E{X(t)} and R(t_1, t_2).