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Expectation of the Product of Jointly Gaussian RVs [10 points] For three jointly Gaussian RVs X1, X2, X3 with mean 0 and a positive

Expectation of the Product of Jointly Gaussian RVs [10 points] For three jointly Gaussian RVs X1, X2, X3 with mean 0 and a positive definite covariance matrix C, find E[X1X2X3].

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