Suppose we have the true model is Y; = + X + u and we are concerned that ui suffersfrom heteroskedasticity. a 2 points) Which assumption of the Gauss-Markow assumptions is violated if our model suffers fromheteroskedasticity. b- [3 points lf this model suffers from heteroskedasticity, do you think then the R-squared estimate anoadjusted R-squared estimate are no longer consistent estimators of the population R-squared? Whatabout the OLS estimates? What makes heteroskedasticity problematic