10. Suppose X is a Gaussian random variable with mean [1. and covariance matrix 2, in n dimensions. a. Let B be an n X n real matrix. The scalar random variable Y = X'BX is referred to as a quadratic form (in normal variables). Show that if B is not symmetric, its coefcients can be arranged into Y = X'AX where A is an n X n symmetric matrix. b. Find E(X'AX). C. E(BX'AX)