Let gGDPt, be the annual US GDP growth rate (in percent), and int, be the short term interest rate. Suppose that gGDPt is linked to the interest rate as follows: gGDPt = do + doint + djint-1 + ut (5) where ut is not correlated with intt, into-1 or any past values of the interest rate. Now, assume that the Fed sets its interest rate according to the following rule: intt = 70 + 71(gGDPt-1 - 3) + vt where v1 > 0. This last equation means that the Fed increases its interest rate when the GDP growth rate is above 3%. If vt is not correlated with past values of int and ut, show that int must be correlated with ut-1. If we regression equation (5) using OLS, which Gauss-Markov assumption would be violated