AR(1) with an intercept — the mean is not simply $\mu$

Let $\{X_t\}$ be a stationary AR(1) model with $X_t=\mu+\phi X_{t-1} +Z_t$, where $Z_t\sim WN(0,\sigma^2)$. Then, which of the following statements is true? (i) $E(X_t)=\mu$. (ii) $V(X_t)=\sigma^2/(1-\phi^2)$. (iii) $\operatorname{Corr}(X_t,X_{t+s})=\phi^s$. (iv) $V(X_t)=1-\phi^2$.