Innovation Variance and a Standardized Surprise

In the model $y_t=x_t+v_t$ with $v_t\sim N(0,3)$, the predicted state at time $t$ is $N(5,7)$. You then observe $y_t=11$. Compute the innovation (one-step forecast error) variance $S$, and the standardized innovation $(y_t-m^-)/\sqrt{S}$.