Autocorrelation Function of a WSS random process. Help needed

X(t) is a wide-sense-stationary random process with autocorrelation function RX(τ) = cos(2π100τ)exp(−20|τ|) and mean function, E(X(t))=0.
(a) Find the power in X(t).
(b) Find the covariance matrix for [X (√7), X (√7 + .05)]
(c) Let Y (t) = 2X(t) + 2. Find RY (τ) and its power.