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all the information is below, this is a derivation question, thanks in advance Suppose that x ~N(u, E), where the p x p matrix >

all the information is below, this is a derivation question, thanks in advance

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Suppose that x ~N(u, E), where the p x p matrix > > 0, and that v is a fixed p-vector. If ri, the ith element of the vector r, is the correlation between xi and u'x, show that r = (cD)-1/2Ev, where c = v'Ev and D = diag(E)

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