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Which of the following statements is true? I. A correlation matrix is always symmetric. Il. The diagonal entries of a correlation matrix are always 1.

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Which of the following statements is true? I. A correlation matrix is always symmetric. Il. The diagonal entries of a correlation matrix are always 1. Ill. Every correlation matrix is positive-definite. O a, I and Ill O b. I and II O c. All of them O d. ll and Ill

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