Time left 15:54:30 Let Z = (Z1, Z2, Z3)" be a multivariate random variable with the standard Gaussian distribution on R3. Define the multivariate random variable X = (X1, X2, X3 ) by Z1 X1 2Z2 X2 Z3 X3 Compute the maximum value of var(a? X) for a satisfying ala = 1. Give your answers in four decimal places