Show that, in Example 14.4 [continued following (14.22)], the MSPE of is equal to 2

Show that, in Example 14.4 [continued following (14.22)], the MSPE of ˜ ζ is equal to σ2 v σ2 e /(σ 2 e

+ niσ2 v ), which is the same as var(ζ |yi ).