Given a time series equation:$$x_t=\beta_1+\beta_2t+w_t$$ where $w_t$ is white noise.
When I am calulateing the mean:$$E[x_t]=E[\beta_1+\beta_2t+w_t]$$ $$=\beta_1+\beta_2t+E[w_t]$$ $$=\beta_1+\beta_2t$$
However, isn't the varibale $t$, also a random variable s.t. the answer should be $$E[x_t]=\beta_1+\beta_2E[t]$$?
Edit: the whole question is:
Consider the time series $x_t=\beta_1+\beta_2t+w_t$, where $\beta_1$ and $\beta_2$ are known constants and $w_t$ is a white noise process with variance $\sigma^2$.