Let X 1 , X 2 , be an infinite sequence of independent, identically distributed, random variables with mean and variance 2 . We define Y n = X n + X...

Let X1, X2, · · · be an infinite sequence of independent, identically distributed, random variables with mean µ and variance σ 2 . We define Yn = Xn + Xn+1 + Xn+2, for n = 1, 2, · · ·. For each k ≥ 0, compute Cov(Yn, Yn+k ).