Question: I would like to know how to write the correct process for the three small questions in this question. Thank you! Let X=(X1,,Xd) be a

I would like to know how to write the correct process for the three small questions in this question. Thank you!

Let X=(X1,,Xd) be a d-dimensional random vector 1. Let B be a kd real matrix and let bRk be a k-dimensional real vector. (i) Recall what is meant by E(X) and cov(X). (ii) Show that E(BX+b)=BE(X)+b. (iii) Show that cov(BX+b)=Bcov(X)B

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