17.2 Suppose that (Xi,Yi) are i.i.d. with finite fourth moments. Prove that the sample covariance is a consistent estimator of the population covariance—

that is, sXY ¡ p sXY, where sXY is defined in Equation (3.24). (Hint: Use the strategy outlined in Appendix 3.3 and the Cauchy–Schwarz inequality.)