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v) Suppose that X is a multivariate random vector with mean fr and covariance matrix E. Form Y = AX, where A is a (possibly

v) Suppose that X is a multivariate random vector with mean fr and covariance matrix E. Form Y = AX, where A is a (possibly non-square) constant matrix. Specify the mean vector and covariance matrix for Y. (8 Points)

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