Use Yule-Walker equations to determine the autocovariance function of a stationary ARMA(2,1) process: Yt = a1yt-1 + a2Y₁-2 + Out-1+ut for t = -0,...,T, where u~i.i.d.(0, 0²).

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A: YearYear2Revenue118.752411.243912.9241614.652515.8963617.2574918.4386418.5898118.531010018.91

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