(d) Let u = 0.01 be the estimates of the population mean / of Goldman Sachs cc returns and its estimated standard deviation o = 0.1. Then (asymptotic) 95% CI for u is (0, 0.02). True False Why? (e) If X and Y are uncorrelated (i.e., Corr (X, Y) = 0), then they are statistically inde- pendent. True False Why? (f) If RAIG,t ~ N (0, 'AIG) and RGS,t ~ N (0,'s) and they are not independent, the sim- ple portfolio return Rot = TGS RGs,t+TAIGRAIG,t is distributed as N (0, casas + AIGAIG). True False Why