[Solved] Use \Sigma as given in Exercise 2.25. Find \rho_13. Find the correlation between X_1 and 1/2 X_2+1/2
Question: Use \(\Sigma\) as given in Exercise 2.25.
- Find \(\rho_{13}\).
- Find the correlation between \(X_{1}\) and \(\frac{1}{2} X_{2}+\frac{1}{2} X_{3}\)
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