Calculate the Cholesky decomposition for the following correlation matrix: 1 0.3 0.3 0.3 1 0.3 0.3 0.3 1 Hint: The elements below and on the main diagonal are given by: j-1 Ljj = () Ajj 3,k - k=1 j-1 = Las - 1 (Ais - Lunliga) Lij Ljj k=1 -Li,kLik for i>j, where Ai and Li denote the entry in the ith row and 5th column of the correlation and decomposition matrix respectively. The elements on the main diagonal can be either negative or positive.