Random-Walk Value Filter Step

Suppose $x_t=x_{t-1}+w_t$ with $w_t\sim N(0,1)$, and $y_t=x_t+v_t$ with $v_t\sim N(0,4)$. At time $t-1$ the filtered state is $N(-2,5)$. You observe $y_t=0$. Compute the predicted mean/variance and the updated mean/variance at time $t$.