2.2 Show that E[u] = 0 In the case of a simple linear regression: y = Bo + Bix tu how quaid Apleew Where one of the first order conditions of the method of least squares is that Bo = J - Bix. SOS 2.3 Show exogeneity (E[u X ] = 0) implies that Cov(X, u) = 0. You can use the facts that you proved in the previous two questions.2.1 Covariance Let A and B be random variables. Use the definition of covariance: Cov(A, B) = E[(A - E[A])(B - E[B])] to show that Cov(A, B) = E[AB] - E[A]E[B]