Question: Assume that an input data set has four variables: A,B,C,D and they are used to create four Principal Components: PC1, PC2, PC3, and PC4. If

Assume that an input data set has four variables: A,B,C,D and they are used to create four Principal Components: PC1, PC2, PC3, and PC4. If A,B,C,D are all highly correlated, then what do you know about the correlation of PC1, PC2, PC3, and PC4? a. PC1, PC2, PC3, and PC4 will also be correlated, but to a lesser extent. b. PC1, PC2, PC3, and PC4 are also highly correlated c. PC1, PC2, PC3, and PC4 are also highly correlated, but the signs are inverted d. PC1, PC2, PC3, and PC4 are completely uncorrelated from one another

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