5. (6 points) Consider the model K; = lmg+g, i = 1, . . . , n, where 61, . . . , en are independent with mean 0 and variance 0'2. (a). Derive 31, the least squares estimator of ,81. (b). Derive E L31] and Varml). You may state (without proof) and use expressions for the expectation and variance of a linear combination of random variables. (e). If E[Y] at a new :1: value7 mum, is estimated by lam\" = mmwg'gh write down the variance of Km. (d). For what values of 33%\