If (Sigma) is an (n times n) invertible matrix and (K) is a (k times n) matrix

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If \(\Sigma\) is an \(n \times n\) invertible matrix and \(K\) is a \(k \times n\) matrix with \(\operatorname{rank} k(k \leq n)\), show that \(K \Sigma K^{\top}\) is invertible.

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