Question: Which one is a valid covariance matrix? a 0.1 0.3 0.1 0.3 0.2 -0.2 -0.1 -0.2 0.3 b 0.1 0.3 0.1 0.3 -0.2 -0.2 0.1

Which one is a valid covariance matrix?

a
0.1 0.3 0.1
0.3 0.2 -0.2
-0.1 -0.2 0.3
b
0.1 0.3 0.1
0.3 -0.2 -0.2
0.1 -0.2 0.3
c
0.1 0 0
0 0.2 0
0 0 0.3
d
0.1 0.3 0.1
0 0.2 -0.2
0 0 0.3

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