(b) (3 points) For any two non-constant vectors u and v, let o? and o? denote their variances and let Vi - V Tu,v = n E Wi - u Ou Ov where the variances are defined as oz = 2 C. (ui - u)2 and of = 1 Z. (vi - v)2. Show that the variance of the sum of the two vectors is Outo : = 02 +0. + 20 uouru,v. Hint: Write out o2, using the definition of variance, using the fact that the mean of u + v is u + v. Remember that we can expand the square of any sum to get (a + b)2 = a2+ 62 + 2ab (figure out what is the right a and b to use for this)