Random Walk Exceeding Some Threshold

Question

Let $Y_i = i$ w.p $1/2$ and $Y_i = -i$ w.p $1/2$. Define a martingale such that $T_n = \sum_{i}^{n}Y_i$ and let N be a stopping time where $min\{n| k \leq T_n\}$. Clearly $N$ is a defective stopping time due to zero mean expectation nature of the random walk. Hence, we cannot use Wald's equality. My question is what $E[T_N]$. There are many possibilities due increasing walk amounts. I know how to approach this problem if the walk amounts are $+1$ or $-1$. Do you have any idea how to approach this problem?