Concept:
In an Arithmetic Progression (A.P.), the $n$-th term is defined as $a_n = a_1 + (n-1)d$, where $a_1$ is the first term and $d$ is the common difference. If three terms $x, y, z$ form a Geometric Progression (G.P.), the square of the middle term equals the product of the extremes: $y^2 = xz$.
Step 1: Express the A.P. terms using $a_1$ and d.
Using the A.P. formula, we write the relevant terms:
First term: $a_1 = a_1$
Second term: $a_2 = a_1 + d$
Sixth term: $a_6 = a_1 + 5d$
Step 2: Set up the Geometric Progression equation.
We are given that $a_1$, $a_2$, and $a_6$ form a G.P. Therefore, their relationship is:
$$(a_2)^2 = a_1 \cdot a_6$$
Step 3: Substitute the A.P. expressions into the G.P. equation.
Replace $a_2$ and $a_6$ with their expressions in terms of $a_1$ and $d$:
$$(a_1 + d)^2 = a_1(a_1 + 5d)$$
Step 4: Expand and simplify the algebraic equation.
Expand the binomial on the left and distribute on the right:
$$a_1^2 + 2a_1d + d^2 = a_1^2 + 5a_1d$$
Subtract $a_1^2$ from both sides to cancel them out:
$$2a_1d + d^2 = 5a_1d$$
Step 5: Solve for the common difference d.
Rearrange the equation to group terms with $d$:
$$d^2 - 3a_1d = 0$$
Factor out $d$:
$$d(d - 3a_1) = 0$$
This gives two possibilities: $d = 0$ or $d = 3a_1$.
Since the problem states $a_1 \ne a_2$, the common difference cannot be zero ($d \ne 0$).
Therefore, $d = 3a_1$.
Hence the correct answer is (C) $3a_{1$}.