You fit an AR(1) model to a yield spread: X_t = 0.5 + 0.8 * X_{t-1} + ε_t. What is the long-run expected value of this spread? And if today's spread is 4, what is your forecast for the spread two days from now?

你对某个信用利差序列拟合了一个 AR(1) 模型：Xt = 0.5 + 0.8 * Xt-1 + εt。这个利差长期的期望值是多少？如果今天的利差是 4，你对两天后的利差预测值是多少？