Let X(t) be a wide sense stationary random process with the power spectral density  as shown in Figure (a), where f is in Hertz (Hz). The random process X(t) is input to an ideal lowpass filter with the frequency response  as shown in
Figure (b). The output of the lowpass filter is Y(t).

Let E be the expectation operator and consider the following statements:

I. E(X(t)) = E(Y(t))

II.  

III.

Select the correct option: