I’m working through the book “Group Sequential Methods with Applications to Clinical Trials” by Jennison & Turnbull (1999). I’m particularly interested in understanding the derivation of the covariance between standardized differences, $Z_k_1$, and $Z_k_2$, in group sequential designs. The specific equation and context are provided in the figure below.

Could someone please elaborate on the steps involved in reaching the second equality from $Cov(Z_k_1,Z_k_2)$?

Thanks,