Let $Z_t$ denote a white noise process with mean zero and variance $^2$. Define the stochastic process $X_t$ by $$X_t = Z_t + Z_{t-1} + Z_{t-2} + Z_{t-3}$$ Provide the following, each to two decimal places.

Part (a) $Var(X_t)$

Part (b) $Cov(X_t, X_{t+1})$

Part (c) The autocorrelation function of $X_t$ at lag 2.