Question 5 [Bonus 10 marks]: While interviewing at a top investment bank, your ACTYA notices that you took a forecasting course. She decides to test your knowledge of the auto covariance structure of covariance stationary series and list four auto covariance functions (a is a constant) a) 7(1, k) = a b) 7(1, * ) - ak c) 7(t, k) - a/k Which auto covariance function(s) are consistent with covariance stationary, and which are not