a. Use the general formula for the variance of a linear combination to write an expression for V(aX Y). Then let a
Y/X, and show that   1. [Hint: Variance is always  0, and Cov(X, Y)
X
Y
.]

b. By considering V(aX  Y), conclude that   1.

c. Use the fact that V(W)
0 only if W is a constant to show that 
1 only if Y
aX b.