Autocorrelation question
It is helpful to realize that the auto-correlation of $X[t]$ does not depend on $t$, just on the time difference $\tau$. So we can write it as $r_X(\tau)$. Your result, which is correct, can then be written as

$$E(Y[t+\tau]Y[t])=\frac14\left(r_X(\tau)+r_X(\tau+1)+r_X(\tau-1)+r_X(\tau)\right)\tag{1}$$

Using the expression for $r_X(\tau)$, which is correctly given in your question, $(1)$ can be simplified to

$$E(Y[t+\tau]Y[t])=\begin{cases}\frac{p}{2}(1+p),&amp;\tau=0\\
\frac{p}{4}(1+3p),&amp;\tau\in\{-1,1\}\\p^2,&amp; \text{otherwise}\end{cases}$$

which is of course also independent of $t$.