Recall the simple linear regression model Yi = Bo + Bli + Ei and the assumptions on Ei's: (i). Ei's are iid. (ii). E(Ei) = 0 (iii). Var(ci) = E(?) = 02. Use the above assumptions for the following questions. Find Cov(Ei, Y;). You should consider when i = j and i # j separately. Find Cov(Ei, x;). Using Cov Law:,U)= [a: Cou( W:, U) i= 1 Q for random variables W1, W2, ..., Wn and U, find Cov(Y, Ei). Find Cou(Ei, B1). (Hint). Replace B1 = Et-, wiVi. find Cov(Ei, Bo). find EE ( BO - BO)