AR(1) Autocorrelation at Lag 3

Easy statistics interview practice: AR(1) Autocorrelation at Lag 3.

A stationary AR(1) process follows $X_t = 0.6X_{t-1} + \varepsilon_t$, where the innovations are independent, have mean zero, and have constant variance. What is $\operatorname{Corr}(X_t, X_{t-3})$?

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