Stochastic process as an Ito integral with time-dependent integrand

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Will the following process $$r(t)=\int_0^ta(s,t)dW(s)$$ be adapted to the Brownian motion $W(s)$? Will $r(t)$ be an Ito process?

Edit: Maybe I should rephrase it a bit. The question is: does dependence $a(s,t)$ on $t$ (which is not the variable for intergration) interferes somehow with the usuall requirement for Ito integral that $a(s,t)$ must be adapted to the filtration generated by W?

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The question is: does dependence $a(s,t)$ on $t$ (which is not the variable for inte[r]gration) interferes somehow with the usual[l] requirement for Ito integral that $a(s,t)$ must be adapted to the filtration generated by $W$?

The answer is: it does not whatsoever.

As explained in a comment, if the function $(s,t)↦a(s,t)$ is deterministic, then the process $r$ is very much adapted to the filtration generated by $W$. "Not adapted" does not mean "which depends on $t$", but "not measurable with respect to some sigma-algebra". And deterministic objects are measurable with respect to EVERY sigma-algebra.