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Let Yt = 3t1 2t, where t WhiteNoise(0,4). What is the covariance of Yt and Yt1 ? 1 (a) 4. (b) 6. (c) 0.5. (d)

Let Yt = 3t1 2t, where t WhiteNoise(0,4). What is the covariance of Yt and Yt1 ? 1 (a) 4. (b) 6. (c) 0.5. (d) 24. (e) 10

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