Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocovariance at lag 1?

a) 0.4
b) 1
c) 0.34
d) It is not possible to determine the value of the autocovariances without knowing the disturbance variance.