Calculate the mean and statistical power of the filter ouput

Question

Assignment:

The continuous time random process x, WSS with mean m_x = 2 V and PSD

P_x(ƒ) = P_o/B traiang (ƒ/B) + P_oδ(ƒ - B) + m_x²δ(ƒ), P_o = 8V²

is input to a filter with frequency response G(f ) = G0 rect(f/B).

a) Find the mean and statistical power of the filter ouput y for G0 = -3 dB.

b) For G0 = 1, define the rp z as z(t) = x(t) - y(t). Find mean, PSD and statistical power of z. Is z a real valued rp?