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Problem 1: (Covariance Matrix ) Mark all the matrices below that can be a covariance matrix. Justify your answers. 2 A2 A3 (5 pts) 2

Problem 1: (Covariance Matrix ) Mark all the matrices below that can be a covariance matrix. Justify your answers. 2 A2 A3 (5 pts) 2 2 3

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