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Let 53an be the covariance matrix of anl . Then var(X1 + X2 -l . . . -l X) is equal to O The square

Let 53an be the covariance matrix of anl . Then var(X1 + X2 -l . . . -l X\") is equal to O The square of the sum of all the entries of 2 O The trace of Z The sum of all the entries of Z 0 None of the answers is correct

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