How do I calculate the variance for the following problem? I know that standard deviation = 1 + phi / 1 - phi but i'm not sure where to go after this.

(Lesson 9.2: A Mathematical Interlude.) BONUS: Suppose that X1, X2. .. . is a stationary (steady-state) stochastic process with covariance function Rx = Cov( X1, XIt), for k = 0, 1, . ... We know from class that the variance of the sample mean can be represented as Var(Xn ) = Ro+2_-I 1 - RX . We also know from class that for a simple AR(1) process, we have Rx = (*, k = 0, 1, 2,... Compute Var( X ) for an AR(1) process with n = 3 and d = 0.8