N4. Canonical correlation analysis quantifies the correlation between a linear combi one set with a linear combination of potentially different variables in another set an correlation among the space of linear combinations. Use equation (15.6) to give the correlations if the sample covariance/variance matrix is: N CO 3 Syy Syx 5 -1 3 S = Sxy Sxx -1 6 1-2 1 3 1-2 7