Please help me answer the questions in the attached image.

(c) When x ~ N(,u1, I) and y ~ N(,u2,1) and the correlation matrix between x and y is R, find the mean and variance of x'Ay. (7) QUESTION 2 [25] (a) When y has a variance-covariance matrix V, prove that the covariance of the best linear un- biased estimators (b.l.u.e) of p'b and q'b is p'(X'1X)1q. (8) (b) Consider the model Y ~ N(X, 021) where: Y is a n x 1 vector of responses; X is a n x p design matrix; B is p x 1 vector of model parameters; and I is a n x n identity matrix. Show that the distribution of (Y X)'(Y X)/02isx%p). (7) (c) The least squares/maximum likelihood estimator of 5 is B which solves the equation X'XB = X'Y. (i) What is the general solution for E in the above equation. (5) (ii) Completely describe the distribution of B in (i) above