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2.5.11. Let 301 = 207 =0 be the common variance of /3 X1 and 2 X2 and let p be the correlation coefficient of X1

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2.5.11. Let 301 = 207 =0 be the common variance of /3 X1 and 2 X2 and let p be the correlation coefficient of X1 and X2. Show for k > 0 that 12P PII(X1 - /1) + (X2 - 12) | 2 kols + 6

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