5.4 Let V be defined as in Exercise 5.1, and let where y(t) is also q × 1; y(t) is based upon q securities in another industry; ; and y(1),... ,y(M) are mutually independent and independent of the x(t)’s and follow the same distribution for all t. Define and let V* = AVA’, and W* = BWB’. Evaluate the density of U = (V* + W*) as an explicit function of p, and the elements of V and W.