Question: 2) Assume that the random vector X = (X, Y) has covariance matrix COV[X]. Assume E[X] = E[Y] = 0. a) Why do the eigenvectors

2) Assume that the random vector X = (X, Y) has

2) Assume that the random vector X = (X, Y) has covariance matrix COV[X]. Assume E[X] = E[Y] = 0. a) Why do the eigenvectors of COV[X] represent the direction of maximum, resp. minimum fluctuation? b) Why are the eigenvectors orthogonal to each other

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2. Find out if there are other reference points that can be used as reasonable alternatives.

1. Identify your reference point when making a decision based on an element of risk.

3. If there are reasonable alternatives, think about your decisions based on the different reference points and see if there are any contradictions in the decisions.