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Could anyone help on the below questions and provide steps and reasoning for that? Let X and u be (scalar) random variables. Select all of

Could anyone help on the below questions and provide steps and reasoning for that?

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Let X and u be (scalar) random variables. Select all of the following statements which are true. If E(u | X) = 0, then E(u) = 0. If Cov(X, u) = 0, then X and u are independent. If E(u | X) = 0, then Cov(X, u) = 0. O If X and u are independent, and E(u) = 0, then E(u | X) = 0. Let B and B' be unbiased estimators of a k x 1 vector of parameters B. Select all of the following statements which imply that B is weakly more efficient than B'. The variance of a B' is at least as great as the variance of a B for all k x 1 vectors a. All diagonal entries of the variance matrix of B' - B are nonnegative. The variance matrix of B' - B is positive semidefinite. O The variance of a B' is at least as great as the variance of a $ for some k x 1 vector a

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