2. (10 pts) Suppose we consider to predict yi = u + 62' using 11 = 043}, where Q is the sample mean, 6 has mean 0 and variance 02. (1) Derive the optimal 01* for minimizing the quadratic loss of prediction, E((Ot, y)) = E[(y az] using the bias-variance decomposition formula. (2) Is 05*?) derived in (1) a biased estimator of #7 Why