Problem $2$: Practice with Covariance Calcula$-$ tions

Suppose X $=$ XBig$3$ XLCC XRegional $$ is a $3-$dimensional vector repre$-$ senting the share$-$of$-$wallet $($SOW$)$ of each of $3$ categories of major US airlines for a given customer in $2019.$ The categories are the $3$ largest national airlines $($American Airlines, Delta Airlines, and United Airlines$),$ low cost carriers $($Al$-$ legiant Air, Frontier Airlines, JetBlue, Southwest Airlines, and Spirit Airlines$),$ and regional airlines $($Alaska Airlines and Hawaiian Airlines$).$ For instance, XLCC $=0\mathrm{.}15$ means that out of all the money a customer spent at major US airlines in $2019,15$

The mean vector and covariance matrix of X $,$ based on a sample of $200,000$