Auto-covariance of the product of deterministic and wide-sense stationary signal Anybody give me an advice how to find the auto-covariance of the product of deterministic and wide-sense stationary signal. I couldn't find how to solve this, I have looked and searched the internet, I found just 1 similar topic here so I think someone in here may solve it. 

The mean and autocorrelation of $X(t)$ are $m$ and $R$, respectively, and the $X(t)$ process is wide-sense stationary. $g(t)$ is a deterministic function, $Y(t)=X(t)\cdot g(t)$ is defined. 


A. Find the mean, autocovariance and autocorrelation functions of the $Y(t)$ process.
B. Is the $Y(t)$ process wide-sense stationary ? Explain your answer.
Let me give a clue
$$ E\{ y \} = E\{ x g \} = E\{ x \} g 
$$