Problem: Variance of c’X

Problem

Start with

\[Var\left( c'X \right)=c'Var\left( X \right)c\]

and \(n=2\) .

• Write out both sides in non-vector notation if \(c=\left( \right)\)
• Write out both sides in non-vector notation if \(c=\left( \right)\)
• Write out both sides in non-vector notation for an arbitrary \(c\)