Question 3 1 pts (Lesson 9.2: A Mathematical Interlude.) BONUS: Suppose that X1, X2, . .. is a stationary (steady-state) stochastic process with covariance function Rk = Cov(X1, Xith ), for k = 0, 1, . . .. We know from class that the variance of the sample mean can be represented as Var(Xn) = Ro + 2 24 1 (1 -") Rx]. We also know from class that for a simple AR(1) process, we have Rk = *, k = 0, 1, 2, . . . Compute Var(X, ) for an AR(1) process with n = 3 and d = 0.8. O -0.831 O -0.5 OO O 0.5 O 0.831