Question: 63. Let R be an *n* x *n* correlation matrix and let 2 be such that 2 *p ij * for all

63. Let R be an *n* x *n* correlation matrix and let θ2 be such that θ2 ≤ *pij* for all

*i ≠ j*. Show that |R| ≤ 1 - θ2.

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