Question: Three zero- mean random variables [X, Y, Z] have a covariance matrix given by Find the value of the constants and so that the variance

Three zero- mean random variables [X, Y, Z] have a covariance matrix given by
Three zero- mean random variables [X, Y, Z] have a

Find the value of the constants and so that the variance of Z €“ aX €“bY is minimized.

1 1/2 1/4 1/4 1/2 1

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