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I. The Gauss-Markov Theorem states that under certain assumptions the OILS estimator is BLUE. Which of the following assumptions is NOT necessary for the Gauss-Markov

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I. The Gauss-Markov Theorem states that under certain assumptions the OILS estimator is BLUE. Which of the following assumptions is NOT necessary for the Gauss-Markov Theorem to hold? (A) There is no linear relationship among the right-hand-side (RHS) variables. (B) The errors are uncorrelated with the RHS variables. (C) The errors are uncorrelated with each other. (D) The variance of the error term is the same across observations. (E) The error term follows a normal distribution

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