The random vector Y is n1, with Y=X+, where is a p1 vector of (unknown) constants, X is an nxp matrix of known constants with rank(X)=p, is an nx1 vector of random variables with E()=0 and vcv(Y)=2I, where I is the nn identity matrix. Let P^=X^, where ^ is the ordinary least squares estimate of . Find E(P) and its variance-covariance matrix, vcv(Y). This question is worth 40 points. The random vector Y is n1, with Y=X+, where is a p1 vector of (unknown) constants, X is an nxp matrix of known constants with rank(X)=p, is an nx1 vector of random variables with E()=0 and vcv(Y)=2I, where I is the nn identity matrix. Let P^=X^, where ^ is the ordinary least squares estimate of . Find E(P) and its variance-covariance matrix, vcv(Y). This question is worth 40 points