QUESTION 9 An assumption of Cov( u1 . u2 ) # 0. is likely to be suitable for the linear model with O A. a cross-sectional data set O B. a time series data set O C. an ideal data set where there is no correlation between the u's D. none of the above QUESTION 10 Let X be a nonnegative random variable (e.g., stock price), and E( X ) = 10, then the probability of X - 100 ie P(X = 100) cannot be A greater than 0 1 B. greater than 0 05 C. less than 0.05 OD. none of the above QUESTION 11 In the linear model for a cross-sectional data set we expect OA V( u1) to be different from V(u2 ) OB V(u1 ) is identical to V(u2 ) C. Cov( u1, u2 ) to be nonzero Q:D, none of the above