how to solve this problem plz?

Problem 2 (15 marks) X11 X111 A set of multivariate data X12 ,..., an is drawn from a distribution. Based on the X13 113 data, the covariance matrix is estimated to be 4 0 0 Q = (O 3 4). O 4 9 (a) Suppose that we wish to reduce the dimension of the data to 2-dimension using X1 principal component analysis (i.e. transform the data from (X2) to ( 1)). Find X3 the principal components Y1 and Y2. (b) Is it possible to reduce the dimension of the data while keeping at least 95% of the total variance? Explain your