Consider the simple regression model Y = B, + B2 . X + e. Which of the following statements is NOT necessary for the Gauss-Markov theorem (BLUE estimators) to hold? Select one: O a, Errors e do not correlate with covariates X. O b. Expected value of the error term is zero, that is, E(e) - 0. O c. Variance of the error term is constant, that is E(e?) - 62. O d. Errors e are normally distributed