I have some trouble understanding the concept of a covariance matrix. For instance, I'm going over this question that says: assume that we have U1, U2 and U3 as independent zero-mean, unit-variance Gaussian random variables. Furthermore, we have X = U1, Y = U1 + U2, and Z = U1 + U2 + U3. We're asked to find the covariance matrix for (X,Y,Z).
I just require some guidance/hints on how to solve this sort of a problem. And I'd really appreciate any help on this matter.