Consider the positive definite covariance matrix > with eigenvalues 1 = 12.8524, 12 = 1.0514, and 13 = 0.0962 and associated eigenvectors 0.50497 0.8264 0.2493 e 1 = - 0.2639 e 2 = 0.1273 e3 = - 0.9561 0.8219. 0.5485] 0.1538 a) By the spectral decomposition, what is E? b) What is the correlation matrix p