TeX source:

\text{Var}(x_t) = \text{Var} (\mu + w_t + \theta_1 w_{t-1}) = 0 + \text{Var}(w_t) + \text{Var}(\theta_1w_{t-1}) = \sigma^2_w + \theta^2_1\sigma^2_w = (1+\theta^2_1)\sigma^2_w