Suppose that Y, follows the stationary AR(1) model Y, = 2.8 + 0.5Y_, + ut, where u, is i.i.d.with E (ut) =0 and var (ut ) =9. (Hint: See Exercise 14.1.) E (Y+) = 5.60 . (Round your response to two decimal places.) var (Y+) = 12.00 . (Round your response to three decimal places.) Compute the first two autocovariances of Y. (Hint: Read Appendix 14.2.) cov (Yt, Yt- 1) = . (Round your response to three decimal places.) cov (Yt, Yt-2) = . (Round your response to three decimal places.)