Let X₁, X₂, X₃, X₄ be independent zero-mean, unit-variance Gaussian random variables that are processed as follows: Y₃ = X₃ + X₄. Y₁ = X₁ + X₂, Y₂ = X₂ + X₃,
Find the covariance matrix of Y = (Y₁, Y₂, Y₃).