Determining stationarity

Hi there, I have this current problem to solve, relating to time series analysis

Suppose that {et} is a white noise process with variance s2, and that a, b and c are
constants. For each of the following processes, determine if they are stationary, and if so, find their mean and autocovariance function.
a) Xt = a + bet + cet-2

I understand that E(Xt) = E(a + bet + cet-2), and I think that bet and cet-2 are 0, so E(Xt) is simply = a, which is independent of time (t), which is evidence of stationarity? It is the autocovariance I am a bit unsure of.
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