Question: The random vector Y = [Y1 Y2]ʹ has covariance matrix where γ is a constant. In terms of γ, what is the correlation coefficient ÏY1,

The random vector Y = [Y1 Y2]ʹ has covariance matrix where γ is a constant. In terms of γ, what is the correlation coefficient ρY1, Y2 of Y1 and Y2? For what values of γ is CY a valid covariance matrix?

The random vector Y = [Y1 Y2]ʹ has covariance matrix

CY=[254]

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