Problem 2 o is the fitted value or predicted value of the response when the predictor is xo. 1) Derive the variance of o, o2 {0}, in a Simple Linear Regression setting when there is only one predictor. 2) Derive the variance of o, o2 {o}, in a Multiple Linear Regression setting when there are p predictors. 3) Derive the variance of the prediction error, 2{yo-yo}, in a Multiple Linear Regression setting when there are p predictors.