Question: Suppose we are working with n observations on r variables. For each variable, we compute transformed scores by subtracting its mean and dividing by its

Suppose we are working with n observations on r variables. For each variable, we compute transformed scores by subtracting its mean and dividing by its standard deviation. Which of the following is true about the transformed variables?

Group of answer choices

their covariances are correlations

they have zero variance

their principal components are correlated

they will be normally distributed

the sum of their variances is n

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